-5.9%
SAP vs PLUG
-44.1%
+38.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.3% |
| 7D | +1.3% | +2.8% | -1.5% | +1.4% |
| 30D | +15.5% | -22.8% | +38.3% | +14.9% |
| 3M | +22.8% | -32.4% | +55.2% | +21.8% |
| 6M | +42.5% | -53.4% | +95.8% | +40.9% |
| YTD | +0.5% | -25.9% | +26.4% | -3.4% |
| 1Y | -5.9% | -42.1% | +36.1% | -7.8% |
| All | -5.9% | -44.1% | +38.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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