-74.7%
PLUG vs SPMO
+122.4%
-197.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | -1.1% |
| 7D | +14.5% | -1.9% | +16.4% | +16.9% |
| 30D | -10.7% | -14.1% | +3.4% | +4.5% |
| 3M | -31.2% | -13.1% | -18.1% | -20.2% |
| 6M | -51.9% | -9.4% | -42.5% | -46.6% |
| YTD | -23.9% | +9.5% | -33.4% | -29.8% |
| 1Y | -43.4% | +10.5% | -53.9% | -48.3% |
| 3Y | -74.7% | +124.4% | -199.1% | -70.5% |
| All | -74.7% | +122.4% | -197.1% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling