-42.1%
PLUG vs SPXS
-30.2%
-11.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | -0.1% |
| 7D | +2.8% | +2.2% | +0.7% | +4.8% |
| 30D | -22.8% | +3.8% | -26.5% | -19.9% |
| 3M | -32.4% | +3.3% | -35.7% | -29.5% |
| 6M | -53.4% | -16.7% | -36.7% | -56.5% |
| YTD | -25.9% | -28.5% | +2.7% | -36.1% |
| 1Y | -42.1% | -30.4% | -11.6% | -50.5% |
| All | -42.1% | -30.2% | -11.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling