-42.2%
PLUG vs STLD
+45.5%
-87.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +7.0% | +7.3% |
| 7D | +5.8% | -11.1% | +17.0% | +9.3% |
| 30D | -18.5% | -4.8% | -13.8% | -17.5% |
| 3M | -30.0% | -14.6% | -15.4% | -27.0% |
| 6M | -56.2% | -7.4% | -48.8% | -56.6% |
| YTD | -26.4% | +32.6% | -59.0% | -42.6% |
| 1Y | -42.2% | +47.3% | -89.6% | -60.9% |
| All | -42.2% | +45.5% | -87.7% | -60.9% |
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