-42.1%
PLUG vs SIMO
+94.5%
-136.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +5.9% |
| 7D | +2.8% | -16.9% | +19.7% | +7.2% |
| 30D | -22.8% | -35.4% | +12.6% | -14.8% |
| 3M | -32.4% | -31.9% | -0.5% | -27.4% |
| 6M | -53.4% | -19.3% | -34.0% | -51.7% |
| YTD | -25.9% | +98.5% | -124.4% | -32.8% |
| 1Y | -42.1% | +100.5% | -142.6% | -48.2% |
| All | -42.1% | +94.5% | -136.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling