+43.7%
PLUG vs STLD
+1,105.0%
-1,061.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.6% |
| 7D | -0.9% | +3.1% | -4.1% | -2.5% |
| 30D | +3.3% | -9.0% | +12.3% | +7.3% |
| 3M | -39.7% | -12.4% | -27.4% | -37.0% |
| 6M | -12.5% | +25.5% | -38.0% | -23.1% |
| YTD | +10.2% | +43.6% | -33.5% | -9.9% |
| 1Y | +50.7% | +87.2% | -36.5% | +8.5% |
| 3Y | -74.5% | +135.2% | -209.7% | -84.1% |
| 5Y | -91.8% | +290.9% | -382.7% | -96.0% |
| All | +43.7% | +1,105.0% | -1,061.3% | -57.0% |
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