-7.5%
PLUG vs STT
+203.9%
-211.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.7% |
| 7D | -6.8% | +0.4% | -7.3% | -7.0% |
| 30D | -16.0% | -0.4% | -15.6% | -15.5% |
| 3M | -38.7% | -6.5% | -32.3% | -35.9% |
| 6M | -61.4% | +17.2% | -78.5% | -65.5% |
| YTD | -31.0% | +38.2% | -69.2% | -45.2% |
| 1Y | -46.2% | +49.3% | -95.5% | -59.4% |
| 3Y | -61.5% | +181.9% | -243.4% | -81.0% |
| 5Y | -96.9% | +106.9% | -203.8% | -98.2% |
| 10Y | -7.5% | +203.1% | -210.6% | -61.8% |
| All | -7.5% | +203.9% | -211.4% | -61.8% |
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