-96.3%
PLUG vs SIMO
+170.7%
-267.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.2% | +1.7% |
| 7D | +14.5% | -8.2% | +22.7% | +17.2% |
| 30D | -10.7% | -34.6% | +23.9% | +0.8% |
| 3M | -31.2% | -32.6% | +1.4% | -24.4% |
| 6M | -51.9% | -31.8% | -20.1% | -48.4% |
| YTD | -23.9% | +87.6% | -111.5% | -44.5% |
| 1Y | -43.4% | +86.7% | -130.1% | -58.7% |
| 3Y | -74.7% | +227.4% | -302.1% | -85.3% |
| 5Y | -96.3% | +173.0% | -269.3% | -97.9% |
| All | -96.3% | +170.7% | -267.1% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling