+43.7%
PLUG vs STLA
+54.0%
-10.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +2.2% |
| 7D | -0.9% | +2.6% | -3.5% | -2.2% |
| 30D | +3.3% | -1.2% | +4.6% | +3.8% |
| 3M | -39.7% | -24.8% | -15.0% | -31.3% |
| 6M | -12.5% | -25.6% | +13.1% | 0.0% |
| YTD | +10.2% | -48.9% | +59.1% | +45.4% |
| 1Y | +50.7% | -38.8% | +89.5% | +79.6% |
| 3Y | -74.5% | -64.5% | -10.0% | -60.4% |
| 5Y | -91.8% | -62.4% | -29.3% | -87.8% |
| All | +43.7% | +54.0% | -10.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling