-37.6%
PLUG vs SITM
+4,608.4%
-4,646.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.7% | +0.3% |
| 7D | -0.9% | +9.7% | -10.6% | -4.5% |
| 30D | +3.3% | +12.7% | -9.4% | -3.9% |
| 3M | -39.7% | -13.4% | -26.3% | -38.6% |
| 6M | -12.5% | +59.6% | -72.1% | -32.9% |
| YTD | +10.2% | +73.3% | -63.2% | -22.0% |
| 1Y | +50.7% | +165.5% | -114.9% | -14.0% |
| 3Y | -74.5% | +368.7% | -443.2% | -90.3% |
| 5Y | -91.8% | +172.5% | -264.3% | -96.5% |
| All | -37.6% | +4,608.4% | -4,646.0% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling