-42.1%
PLUG vs STLD
+59.7%
-101.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +4.3% |
| 7D | +2.8% | -3.9% | +6.8% | +3.8% |
| 30D | -22.8% | -0.4% | -22.4% | -22.8% |
| 3M | -32.4% | -9.2% | -23.2% | -30.7% |
| 6M | -53.4% | +5.0% | -58.3% | -55.9% |
| YTD | -25.9% | +42.8% | -68.7% | -44.2% |
| 1Y | -42.1% | +60.1% | -102.1% | -64.9% |
| All | -42.1% | +59.7% | -101.7% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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