+214.8%
SAP vs PLUG
+6.6%
+208.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.4% | -11.5% | -4.6% |
| 7D | -0.7% | +5.8% | -6.5% | -1.1% |
| 30D | +11.1% | -18.5% | +29.6% | +12.3% |
| 3M | +17.0% | -30.0% | +47.0% | +19.3% |
| 6M | +34.8% | -56.2% | +91.0% | +40.6% |
| YTD | -2.2% | -26.4% | +24.2% | -2.5% |
| 1Y | -6.4% | -42.2% | +35.8% | -5.4% |
| 3Y | +75.1% | -76.8% | +152.0% | +74.2% |
| 5Y | +69.8% | -96.2% | +166.0% | +87.9% |
| All | +214.8% | +6.6% | +208.2% | +176.0% |
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