-41.4%
PLUG vs SITM
+33.6%
-75.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.6% | -6.2% | +1.4% |
| 7D | +14.5% | +9.4% | +5.1% | +11.8% |
| 30D | -10.7% | -25.4% | +14.6% | -6.4% |
| 3M | -31.2% | -37.0% | +5.8% | -26.1% |
| 6M | -51.9% | -45.1% | -6.8% | -49.0% |
| YTD | -23.9% | +29.4% | -53.3% | -28.3% |
| All | -41.4% | +33.6% | -75.0% | -47.8% |
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