-91.9%
PLUG vs SPXL
+141.4%
-233.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | -0.9% | +4.2% | +4.1% |
| 3M | -39.7% | +2.0% | -41.8% | -40.6% |
| 6M | -12.5% | +33.5% | -46.0% | -29.0% |
| YTD | +10.2% | +32.2% | -22.0% | -10.0% |
| 1Y | +50.7% | +48.9% | +1.8% | +14.0% |
| 3Y | -74.5% | +222.9% | -297.4% | -90.1% |
| All | -91.9% | +141.4% | -233.3% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling