+365.7%
SE vs PLUG
-43.1%
+408.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | -1.3% |
| 7D | +2.0% | +5.8% | -3.8% | +0.8% |
| 30D | -20.0% | -18.5% | -1.5% | -17.0% |
| 3M | -31.8% | -30.0% | -1.8% | -27.2% |
| 6M | -15.9% | -56.2% | +40.3% | -3.2% |
| YTD | -40.6% | -26.4% | -14.2% | -40.9% |
| 1Y | -50.7% | -42.2% | -8.5% | -48.8% |
| 3Y | +70.3% | -76.8% | +147.1% | +62.0% |
| 5Y | -78.8% | -96.2% | +17.4% | -67.5% |
| All | +365.7% | -43.1% | +408.9% | +266.1% |
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