-17.9%
PLUG vs STLD
+790.2%
-808.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.5% |
| 7D | -8.1% | +6.9% | -15.0% | -11.1% |
| 30D | -20.5% | -1.5% | -19.0% | -20.2% |
| 3M | -45.9% | -9.7% | -36.2% | -43.8% |
| 6M | -65.2% | +2.3% | -67.5% | -66.4% |
| YTD | -37.1% | +41.0% | -78.1% | -48.5% |
| 1Y | -54.6% | +51.8% | -106.4% | -64.2% |
| 3Y | -64.9% | +126.4% | -191.3% | -78.1% |
| 5Y | -97.1% | +285.7% | -382.8% | -98.6% |
| All | -17.9% | +790.2% | -808.1% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling