-79.0%
PLUG vs SPXS
-100.0%
+21.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.0% |
| 7D | +5.8% | +7.5% | -1.7% | +11.1% |
| 30D | -18.5% | +17.5% | -36.0% | -9.8% |
| 3M | -30.0% | +14.7% | -44.6% | -22.9% |
| 6M | -56.2% | -0.1% | -56.1% | -54.1% |
| YTD | -26.4% | -19.7% | -6.7% | -29.4% |
| 1Y | -42.2% | -23.6% | -18.6% | -45.6% |
| 3Y | -76.8% | -79.2% | +2.3% | -86.9% |
| 5Y | -96.2% | -81.7% | -14.5% | -97.2% |
| 10Y | +2.1% | -99.5% | +101.6% | -75.9% |
| All | -79.0% | -100.0% | +21.0% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling