-37.6%
PLUG vs SITM
+4,437.5%
-4,475.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | +3.8% | +3.7% | +0.1% | +2.3% |
| 30D | +2.8% | -14.5% | +17.4% | +8.6% |
| 3M | -25.4% | -10.6% | -14.9% | -25.0% |
| 6M | -0.5% | +65.5% | -66.0% | -24.9% |
| YTD | +10.2% | +67.0% | -56.9% | -20.9% |
| 1Y | +53.9% | +138.6% | -84.7% | -8.1% |
| 3Y | -72.7% | +421.8% | -494.6% | -90.1% |
| 5Y | -91.4% | +172.4% | -263.8% | -96.3% |
| All | -37.6% | +4,437.5% | -4,475.1% | -86.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling