-35.1%
PLUG vs SITM
+4,507.3%
-4,542.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.3% | +5.0% |
| 7D | +8.1% | +8.4% | -0.2% | +4.7% |
| 30D | +3.7% | -17.4% | +21.1% | +10.9% |
| 3M | -29.2% | -9.8% | -19.3% | -29.0% |
| 6M | +6.1% | +83.0% | -76.9% | -23.2% |
| YTD | +14.7% | +69.6% | -54.9% | -18.1% |
| 1Y | +56.9% | +144.9% | -88.0% | -7.3% |
| 3Y | -71.6% | +429.9% | -501.5% | -89.7% |
| 5Y | -91.0% | +169.2% | -260.2% | -96.2% |
| All | -35.1% | +4,507.3% | -4,542.4% | -86.4% |
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