-26.5%
PLUG vs SPXS
-99.5%
+73.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.3% | -11.8% | -9.7% |
| 7D | -23.4% | -7.5% | -15.9% | -26.6% |
| 30D | -23.4% | +5.3% | -28.8% | -19.6% |
| 3M | -51.7% | +9.7% | -61.4% | -47.6% |
| 6M | -72.0% | -4.6% | -67.4% | -71.3% |
| YTD | -43.7% | -25.8% | -17.9% | -48.5% |
| 1Y | -55.4% | -28.8% | -26.6% | -60.0% |
| 3Y | -68.0% | -80.2% | +12.2% | -83.1% |
| 5Y | -97.4% | -83.2% | -14.2% | -98.2% |
| All | -26.5% | -99.5% | +73.0% | -83.7% |
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