-37.2%
PLUG vs SPMO
+484.3%
-521.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | -2.2% |
| 7D | +14.5% | -1.9% | +16.4% | +17.3% |
| 30D | -10.7% | -14.1% | +3.4% | +8.5% |
| 3M | -31.2% | -13.1% | -18.1% | -17.5% |
| 6M | -51.9% | -9.4% | -42.5% | -45.7% |
| YTD | -23.9% | +9.5% | -33.4% | -32.8% |
| 1Y | -43.4% | +10.5% | -53.9% | -50.7% |
| 3Y | -74.7% | +124.4% | -199.1% | -91.8% |
| 5Y | -96.3% | +110.5% | -206.8% | -98.6% |
| 10Y | +20.0% | +450.3% | -430.3% | -81.0% |
| All | -37.2% | +484.3% | -521.6% | -90.3% |
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