-96.8%
PLUG vs SIMO
+3,332.4%
-3,429.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.7% | -5.9% | +0.2% |
| 7D | -0.9% | +4.2% | -5.1% | -2.2% |
| 30D | +3.3% | +4.1% | -0.8% | +1.0% |
| 3M | -39.7% | -12.9% | -26.8% | -38.8% |
| 6M | -12.5% | +110.3% | -122.8% | -33.4% |
| YTD | +10.2% | +178.6% | -168.4% | -25.0% |
| 1Y | +50.7% | +220.0% | -169.3% | -1.8% |
| 3Y | -74.5% | +409.0% | -483.5% | -86.0% |
| 5Y | -91.8% | +277.3% | -369.1% | -95.2% |
| 10Y | +43.7% | +506.6% | -462.9% | -31.5% |
| All | -96.8% | +3,332.4% | -3,429.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling