-91.9%
PLUG vs SPMO
+147.4%
-239.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.3% | +0.8% |
| 7D | -0.9% | +2.0% | -2.9% | -3.4% |
| 30D | +3.3% | -0.4% | +3.7% | +4.0% |
| 3M | -39.7% | -1.9% | -37.8% | -38.6% |
| 6M | -12.5% | +25.0% | -37.5% | -36.1% |
| YTD | +10.2% | +26.0% | -15.9% | -20.2% |
| 1Y | +50.7% | +28.7% | +22.0% | +6.7% |
| 3Y | -74.5% | +160.9% | -235.4% | -94.3% |
| All | -91.9% | +147.4% | -239.3% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling