+16.0%
PLUG vs SPXS
-99.5%
+115.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +6.9% |
| 7D | +5.8% | +7.5% | -1.7% | +11.6% |
| 30D | -18.5% | +17.5% | -36.0% | -9.0% |
| 3M | -30.0% | +14.7% | -44.6% | -22.2% |
| 6M | -56.2% | -0.1% | -56.1% | -54.0% |
| YTD | -26.4% | -19.7% | -6.7% | -29.8% |
| 1Y | -42.2% | -23.6% | -18.6% | -46.1% |
| 3Y | -76.8% | -79.2% | +2.3% | -87.7% |
| 5Y | -96.2% | -81.7% | -14.5% | -97.3% |
| All | +16.0% | -99.5% | +115.5% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling