+82.7%
SAP vs PLUG
-79.9%
+162.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +1.6% |
| 7D | +4.0% | -4.9% | +9.0% | +4.1% |
| 30D | +15.7% | -27.4% | +43.1% | +16.4% |
| 3M | +23.4% | -35.7% | +59.1% | +24.4% |
| 6M | +41.3% | -59.3% | +100.6% | +43.6% |
| YTD | +2.0% | -31.5% | +33.5% | +1.6% |
| 1Y | -5.1% | -48.9% | +43.8% | -4.7% |
| All | +82.7% | -79.9% | +162.6% | +79.0% |
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 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