+1.5%
PLUG vs SIMO
+395.4%
-393.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -6.9% | -8.0% |
| 7D | -2.8% | -16.0% | +13.2% | +3.0% |
| 30D | -18.5% | -35.8% | +17.3% | -5.8% |
| 3M | -35.1% | -26.5% | -8.6% | -30.0% |
| 6M | -56.1% | -33.0% | -23.1% | -52.3% |
| YTD | -30.5% | +84.3% | -114.8% | -51.5% |
| 1Y | -46.5% | +82.0% | -128.5% | -62.6% |
| 3Y | -61.2% | +218.5% | -279.7% | -79.1% |
| 5Y | -96.6% | +175.0% | -271.6% | -98.2% |
| 10Y | +1.5% | +407.5% | -406.0% | -63.1% |
| All | +1.5% | +395.4% | -393.9% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling