+15.1%
PLUG vs SIMO
+379.7%
-364.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.3% | +5.9% |
| 7D | +5.8% | -22.0% | +27.8% | +15.0% |
| 30D | -18.5% | -43.0% | +24.5% | -2.0% |
| 3M | -30.0% | -39.1% | +9.2% | -19.4% |
| 6M | -56.2% | -33.3% | -22.9% | -52.4% |
| YTD | -26.4% | +77.0% | -103.4% | -47.9% |
| 1Y | -42.2% | +73.0% | -115.2% | -58.9% |
| 3Y | -76.8% | +215.7% | -292.6% | -87.5% |
| 5Y | -96.2% | +155.6% | -251.9% | -97.9% |
| All | +15.1% | +379.7% | -364.6% | -56.3% |
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