-97.9%
PLUG vs SGI
+1,862.0%
-1,959.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.3% | -3.7% | -7.0% |
| 7D | -3.2% | -3.9% | +0.7% | -1.7% |
| 30D | -18.7% | +0.9% | -19.7% | -19.3% |
| 3M | -35.3% | -2.9% | -32.4% | -34.9% |
| 6M | -56.2% | -9.0% | -47.3% | -55.4% |
| YTD | -30.7% | -29.2% | -1.5% | -22.7% |
| 1Y | -46.7% | -32.3% | -14.4% | -39.5% |
| 3Y | -61.3% | +72.4% | -133.7% | -69.1% |
| 5Y | -96.6% | +50.6% | -147.2% | -97.1% |
| 10Y | +1.1% | +335.2% | -334.1% | -47.1% |
| All | -97.9% | +1,862.0% | -1,959.9% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling