+52.8%
PLUG vs SGI
+267.9%
-215.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -0.9% | +8.5% | -9.5% | -4.9% |
| 30D | +3.3% | +0.7% | +2.7% | +2.7% |
| 3M | -39.7% | +0.6% | -40.3% | -40.6% |
| 6M | -12.5% | -17.9% | +5.4% | -5.7% |
| YTD | +10.2% | -21.2% | +31.3% | +20.3% |
| 1Y | +50.7% | -18.9% | +69.6% | +60.8% |
| 3Y | -74.5% | +52.6% | -127.1% | -80.0% |
| 5Y | -91.8% | +60.7% | -152.5% | -93.8% |
| All | +52.8% | +267.9% | -215.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling