-56.9%
PLUG vs SITM
+3,415.8%
-3,472.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.6% | -6.2% | -0.3% |
| 7D | +14.5% | +9.4% | +5.1% | +9.8% |
| 30D | -10.7% | -25.4% | +14.6% | -1.2% |
| 3M | -31.2% | -37.0% | +5.8% | -19.9% |
| 6M | -51.9% | -45.1% | -6.8% | -42.7% |
| YTD | -23.9% | +29.4% | -53.3% | -40.9% |
| 1Y | -43.4% | +39.8% | -83.2% | -57.7% |
| 3Y | -74.7% | +328.2% | -402.9% | -90.3% |
| 5Y | -96.3% | +87.4% | -183.7% | -98.2% |
| All | -56.9% | +3,415.8% | -3,472.7% | -90.2% |
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