-42.2%
PLUG vs SIMO
+67.0%
-109.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.3% | +6.4% |
| 7D | +5.8% | -22.0% | +27.8% | +12.1% |
| 30D | -18.5% | -43.0% | +24.5% | -7.6% |
| 3M | -30.0% | -39.1% | +9.2% | -22.7% |
| 6M | -56.2% | -33.3% | -22.9% | -52.8% |
| YTD | -26.4% | +77.0% | -103.4% | -28.3% |
| 1Y | -42.2% | +73.0% | -115.2% | -43.6% |
| All | -42.2% | +67.0% | -109.2% | -43.6% |
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