+56.9%
PLUG vs SPXS
-38.2%
+95.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +5.5% |
| 7D | +8.1% | -1.5% | +9.7% | +6.7% |
| 30D | +3.7% | +3.7% | 0.0% | +7.2% |
| 3M | -29.2% | -9.6% | -19.6% | -33.1% |
| 6M | +6.1% | -32.4% | +38.5% | -18.3% |
| YTD | +14.7% | -28.7% | +43.4% | -5.3% |
| 1Y | +56.9% | -38.1% | +95.0% | +18.3% |
| All | +56.9% | -38.2% | +95.2% | +18.3% |
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