-54.6%
PLUG vs STT
+48.2%
-102.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.6% | -8.6% |
| 7D | -8.1% | +5.1% | -13.3% | -11.4% |
| 30D | -20.5% | -0.2% | -20.3% | -20.2% |
| 3M | -45.9% | -8.1% | -37.7% | -43.0% |
| 6M | -65.2% | +16.6% | -81.8% | -69.2% |
| YTD | -37.1% | +37.8% | -74.9% | -55.0% |
| 1Y | -54.6% | +46.8% | -101.4% | -72.1% |
| All | -54.6% | +48.2% | -102.7% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling