-68.1%
PLUG vs SITM
+3,319.5%
-3,387.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.5% | -5.0% | -8.3% |
| 7D | -23.4% | +6.6% | -30.1% | -25.3% |
| 30D | -23.4% | -15.3% | -8.1% | -19.2% |
| 3M | -51.7% | -35.4% | -16.4% | -44.3% |
| 6M | -72.0% | -46.8% | -25.2% | -66.2% |
| YTD | -43.7% | +25.9% | -69.5% | -55.7% |
| 1Y | -55.4% | +54.0% | -109.4% | -68.1% |
| 3Y | -68.0% | +315.6% | -383.6% | -87.5% |
| 5Y | -97.4% | +74.4% | -171.9% | -98.7% |
| All | -68.1% | +3,319.5% | -3,387.6% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling