-96.5%
PLUG vs STLD
+268.5%
-365.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.6% | +0.1% | -3.5% |
| 7D | -4.9% | -12.5% | +7.5% | +1.9% |
| 30D | -27.4% | -6.8% | -20.6% | -24.9% |
| 3M | -35.7% | -16.4% | -19.3% | -30.2% |
| 6M | -59.3% | -6.1% | -53.2% | -59.2% |
| YTD | -31.5% | +32.0% | -63.4% | -44.1% |
| 1Y | -48.9% | +45.5% | -94.4% | -60.6% |
| 3Y | -79.6% | +106.5% | -186.1% | -88.1% |
| 5Y | -96.5% | +267.2% | -363.7% | -98.6% |
| All | -96.5% | +268.5% | -365.0% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling