-42.9%
PLUG vs SPMO
+483.2%
-526.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -8.8% |
| 7D | -3.2% | -2.6% | -0.5% | +0.1% |
| 30D | -18.7% | -14.2% | -4.5% | -1.0% |
| 3M | -35.3% | -12.7% | -22.6% | -22.9% |
| 6M | -56.2% | -9.6% | -46.7% | -50.4% |
| YTD | -30.7% | +9.3% | -40.0% | -38.7% |
| 1Y | -46.7% | +8.2% | -54.9% | -52.2% |
| 3Y | -61.3% | +119.4% | -180.7% | -86.8% |
| 5Y | -96.6% | +112.5% | -209.1% | -98.7% |
| 10Y | +1.1% | +449.2% | -448.1% | -84.0% |
| All | -42.9% | +483.2% | -526.1% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling