-42.1%
PLUG vs SITM
+47.5%
-89.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.4% | +12.9% | +5.1% |
| 7D | +2.8% | -19.5% | +22.4% | +6.4% |
| 30D | -22.8% | -43.2% | +20.5% | -15.7% |
| 3M | -32.4% | -30.8% | -1.6% | -28.8% |
| 6M | -53.4% | -28.6% | -24.8% | -50.2% |
| YTD | -25.9% | +14.2% | -40.1% | -24.2% |
| 1Y | -42.1% | +44.4% | -86.4% | -42.6% |
| All | -42.1% | +47.5% | -89.6% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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