-46.2%
PLUG vs SPXS
-28.0%
-18.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -3.6% |
| 7D | -6.8% | +1.5% | -8.3% | -4.7% |
| 30D | -16.0% | +6.3% | -22.4% | -10.2% |
| 3M | -38.7% | +4.2% | -43.0% | -34.8% |
| 6M | -61.4% | -7.9% | -53.5% | -61.1% |
| YTD | -31.0% | -27.5% | -3.5% | -39.3% |
| 1Y | -46.2% | -27.0% | -19.2% | -52.1% |
| All | -46.2% | -28.0% | -18.2% | -52.1% |
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