-78.3%
PLUG vs SPXS
-100.0%
+21.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.0% | +10.5% | -0.3% |
| 7D | +14.5% | -1.5% | +16.0% | +14.9% |
| 30D | -10.7% | +9.6% | -20.3% | -4.5% |
| 3M | -31.2% | +8.5% | -39.7% | -26.4% |
| 6M | -51.9% | -5.8% | -46.2% | -51.1% |
| YTD | -23.9% | -25.4% | +1.5% | -29.7% |
| 1Y | -43.4% | -28.8% | -14.6% | -48.6% |
| 3Y | -74.7% | -80.9% | +6.2% | -86.3% |
| 5Y | -96.3% | -83.1% | -13.2% | -97.3% |
| 10Y | +20.0% | -99.5% | +119.5% | -71.1% |
| All | -78.3% | -100.0% | +21.7% | -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