+742.1%
SAP vs PLUG
-98.6%
+840.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +9.0% | +3.3% | +5.7% | +8.6% |
| 3M | +14.9% | -39.7% | +54.7% | +19.9% |
| 6M | +11.9% | -12.5% | +24.4% | +11.3% |
| YTD | -9.9% | +10.2% | -20.1% | -13.2% |
| 1Y | -19.5% | +50.7% | -70.2% | -26.3% |
| 3Y | +61.8% | -74.5% | +136.3% | +58.1% |
| 5Y | +56.2% | -91.8% | +148.0% | +63.3% |
| 10Y | +180.6% | +43.7% | +136.9% | +84.2% |
| All | +742.1% | -98.6% | +840.7% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling