+358.3%
SE vs PLUG
-51.4%
+409.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.8% | +9.5% | +2.4% |
| 7D | -1.5% | -8.1% | +6.7% | -0.1% |
| 30D | -22.3% | -20.5% | -1.8% | -19.1% |
| 3M | -41.8% | -45.9% | +4.0% | -34.9% |
| 6M | -22.4% | -65.2% | +42.8% | -6.6% |
| YTD | -41.6% | -37.1% | -4.5% | -40.2% |
| 1Y | -48.0% | -54.6% | +6.6% | -43.5% |
| 3Y | +63.9% | -64.9% | +128.7% | +40.7% |
| 5Y | -78.2% | -97.1% | +19.0% | -64.6% |
| All | +358.3% | -51.4% | +409.7% | +270.7% |
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