-74.6%
PLUG vs STT
+207.1%
-281.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | +3.3% | +3.9% | -0.5% | -0.2% |
| 3M | -39.7% | +20.0% | -59.7% | -48.9% |
| 6M | -12.5% | +55.3% | -67.8% | -41.4% |
| YTD | +10.2% | +53.3% | -43.2% | -26.0% |
| 1Y | +50.7% | +74.7% | -24.0% | -9.7% |
| All | -74.6% | +207.1% | -281.8% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling