+7.1%
PLUG vs STLD
+864.5%
-857.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.6% | +0.1% | -4.0% |
| 7D | -4.9% | -12.5% | +7.5% | +1.1% |
| 30D | -27.4% | -6.8% | -20.6% | -25.1% |
| 3M | -35.7% | -16.4% | -19.3% | -30.8% |
| 6M | -59.3% | -6.1% | -53.2% | -59.1% |
| YTD | -31.5% | +32.0% | -63.4% | -42.1% |
| 1Y | -48.9% | +45.5% | -94.4% | -58.7% |
| 3Y | -79.6% | +106.5% | -186.1% | -86.6% |
| 5Y | -96.5% | +267.2% | -363.7% | -98.3% |
| All | +7.1% | +864.5% | -857.4% | -64.1% |
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