+20.0%
PLUG vs STT
+211.9%
-191.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +1.3% |
| 7D | +14.5% | +0.9% | +13.6% | +14.0% |
| 30D | -10.7% | -2.3% | -8.4% | -8.9% |
| 3M | -31.2% | -7.0% | -24.2% | -27.7% |
| 6M | -51.9% | +15.5% | -67.4% | -56.7% |
| YTD | -23.9% | +35.6% | -59.5% | -38.7% |
| 1Y | -43.4% | +47.9% | -91.3% | -57.0% |
| 3Y | -74.7% | +181.1% | -255.8% | -87.6% |
| 5Y | -96.3% | +108.2% | -204.5% | -97.8% |
| 10Y | +20.0% | +201.0% | -181.0% | -49.2% |
| All | +20.0% | +211.9% | -191.9% | -49.2% |
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