-91.9%
PLUG vs SPXS
-86.0%
-5.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +3.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | +0.8% | +2.5% | +4.4% |
| 3M | -39.7% | -4.7% | -35.0% | -40.0% |
| 6M | -12.5% | -29.6% | +17.1% | -27.5% |
| YTD | +10.2% | -29.8% | +40.0% | -7.8% |
| 1Y | +50.7% | -38.9% | +89.6% | +18.4% |
| 3Y | -74.5% | -79.6% | +5.1% | -88.7% |
| All | -91.9% | -86.0% | -5.9% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling