+43.7%
PLUG vs STT
+267.1%
-223.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +3.3% | +3.9% | -0.5% | +0.6% |
| 3M | -39.7% | +20.0% | -59.7% | -47.0% |
| 6M | -12.5% | +55.3% | -67.8% | -35.6% |
| YTD | +10.2% | +53.3% | -43.2% | -18.5% |
| 1Y | +50.7% | +74.7% | -24.0% | +2.8% |
| 3Y | -74.5% | +205.8% | -280.3% | -88.1% |
| 5Y | -91.8% | +145.0% | -236.8% | -95.7% |
| All | +43.7% | +267.1% | -223.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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