+53.9%
PLUG vs SITM
+140.0%
-86.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | +3.8% | +3.7% | +0.1% | +3.1% |
| 30D | +2.8% | -14.5% | +17.4% | +5.4% |
| 3M | -25.4% | -10.6% | -14.9% | -25.1% |
| 6M | -0.5% | +65.5% | -66.0% | -6.9% |
| YTD | +10.2% | +67.0% | -56.9% | -0.1% |
| 1Y | +53.9% | +138.6% | -84.7% | +39.6% |
| All | +53.9% | +140.0% | -86.1% | +39.6% |
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