+55.9%
PLUG vs SPXL
+1,166.6%
-1,110.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +5.1% |
| 7D | +8.1% | +1.5% | +6.7% | +7.1% |
| 30D | +3.7% | -3.7% | +7.3% | +6.0% |
| 3M | -29.2% | +8.1% | -37.3% | -32.5% |
| 6M | +6.1% | +39.0% | -32.9% | -13.0% |
| YTD | +14.7% | +29.9% | -15.2% | -2.0% |
| 1Y | +56.9% | +46.6% | +10.3% | +25.9% |
| 3Y | -71.6% | +230.5% | -302.1% | -86.8% |
| 5Y | -91.0% | +140.2% | -231.2% | -95.1% |
| 10Y | +55.9% | +1,168.8% | -1,112.9% | -63.6% |
| All | +55.9% | +1,166.6% | -1,110.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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