+15.1%
PLUG vs STT
+204.5%
-189.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +5.8% | -2.5% | +8.3% | +7.9% |
| 30D | -18.5% | -5.0% | -13.6% | -15.4% |
| 3M | -30.0% | -10.5% | -19.5% | -24.4% |
| 6M | -56.2% | +10.0% | -66.2% | -59.1% |
| YTD | -26.4% | +30.7% | -57.1% | -39.2% |
| 1Y | -42.2% | +43.8% | -86.0% | -55.2% |
| 3Y | -76.8% | +168.1% | -244.9% | -88.2% |
| 5Y | -96.2% | +101.4% | -197.6% | -97.7% |
| All | +15.1% | +204.5% | -189.4% | -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