+224.0%
SAP vs PLUG
+9.2%
+214.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.0% |
| 7D | +1.5% | -3.2% | +4.7% | +1.6% |
| 30D | +8.8% | -18.7% | +27.6% | +10.0% |
| 3M | +12.1% | -35.3% | +47.4% | +14.8% |
| 6M | +34.6% | -56.2% | +90.8% | +40.3% |
| YTD | -2.1% | -30.7% | +28.6% | -2.1% |
| 1Y | -5.5% | -46.7% | +41.1% | -4.0% |
| 3Y | +67.4% | -61.3% | +128.8% | +61.0% |
| 5Y | +74.6% | -96.6% | +171.2% | +94.6% |
| 10Y | +224.0% | +1.1% | +222.9% | +182.3% |
| All | +224.0% | +9.2% | +214.8% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling