+68.4%
SAP vs PLUG
-66.9%
+135.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.8% | +0.6% |
| 7D | +0.6% | -23.4% | +24.1% | +1.2% |
| 30D | +6.5% | -23.4% | +30.0% | +7.1% |
| 3M | +12.2% | -51.7% | +64.0% | +14.0% |
| 6M | +46.1% | -72.0% | +118.0% | +50.4% |
| YTD | -1.6% | -43.7% | +42.0% | -1.7% |
| 1Y | -5.1% | -55.4% | +50.3% | -4.4% |
| 3Y | +68.4% | -68.0% | +136.4% | +64.9% |
| All | +68.4% | -66.9% | +135.2% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling