-77.2%
PLUG vs SPXL
+7,736.1%
-7,813.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | -0.9% | +4.2% | +4.0% |
| 3M | -39.7% | +2.0% | -41.8% | -40.3% |
| 6M | -12.5% | +33.5% | -46.0% | -25.3% |
| YTD | +10.2% | +32.2% | -22.0% | -5.5% |
| 1Y | +50.7% | +48.9% | +1.8% | +22.0% |
| 3Y | -74.5% | +222.9% | -297.4% | -87.2% |
| 5Y | -91.8% | +140.7% | -232.5% | -95.2% |
| 10Y | +43.7% | +1,192.7% | -1,148.9% | -69.7% |
| All | -77.2% | +7,736.1% | -7,813.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling