-78.4%
PLUG vs STLD
+104.7%
-183.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.6% | +0.1% | -4.4% |
| 7D | -4.9% | -12.5% | +7.5% | +0.4% |
| 30D | -27.4% | -6.8% | -20.6% | -25.4% |
| 3M | -35.7% | -16.4% | -19.3% | -31.3% |
| 6M | -59.3% | -6.1% | -53.2% | -59.3% |
| YTD | -31.5% | +32.0% | -63.4% | -42.6% |
| 1Y | -48.9% | +45.5% | -94.4% | -59.2% |
| All | -78.4% | +104.7% | -183.2% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling