+15.1%
PLUG vs STLD
+868.9%
-853.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +7.0% | +7.2% |
| 7D | +5.8% | -11.1% | +17.0% | +11.8% |
| 30D | -18.5% | -4.8% | -13.8% | -16.8% |
| 3M | -30.0% | -14.6% | -15.4% | -25.4% |
| 6M | -56.2% | -7.4% | -48.8% | -55.6% |
| YTD | -26.4% | +32.6% | -59.0% | -37.9% |
| 1Y | -42.2% | +47.3% | -89.6% | -53.7% |
| 3Y | -76.8% | +107.5% | -184.4% | -84.9% |
| 5Y | -96.2% | +268.8% | -365.1% | -98.1% |
| All | +15.1% | +868.9% | -853.8% | -61.5% |
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