+229.3%
SAP vs PLUG
-2.5%
+231.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | -2.5% | -7.2% | +4.7% | -2.1% |
| 30D | +7.5% | -16.4% | +23.8% | +8.5% |
| 3M | +11.6% | -39.0% | +50.6% | +14.8% |
| 6M | +37.6% | -61.5% | +99.1% | +44.9% |
| YTD | -2.0% | -31.2% | +29.3% | -1.9% |
| 1Y | -6.4% | -46.4% | +40.1% | -4.9% |
| 3Y | +67.7% | -61.6% | +129.3% | +61.3% |
| 5Y | +75.7% | -96.9% | +172.6% | +97.2% |
| 10Y | +229.3% | -7.8% | +237.2% | +188.2% |
| All | +229.3% | -2.5% | +231.9% | +188.2% |
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