+58.4%
PLUG vs SPMO
+526.3%
-468.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.8% |
| 7D | +3.8% | +2.7% | +1.1% | +0.3% |
| 30D | +2.8% | +1.1% | +1.8% | +1.6% |
| 3M | -25.4% | +2.0% | -27.5% | -28.1% |
| 6M | -0.5% | +26.5% | -27.0% | -27.8% |
| YTD | +10.2% | +26.5% | -16.4% | -19.7% |
| 1Y | +53.9% | +27.9% | +26.0% | +11.2% |
| 3Y | -72.7% | +160.4% | -233.1% | -92.9% |
| 5Y | -91.4% | +151.5% | -242.9% | -97.5% |
| 10Y | +58.4% | +526.3% | -468.0% | -79.9% |
| All | +58.4% | +526.3% | -468.0% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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