+70.3%
SE vs PLUG
-78.4%
+148.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | -0.1% |
| 7D | +2.0% | +5.8% | -3.8% | +1.8% |
| 30D | -20.0% | -18.5% | -1.5% | -19.5% |
| 3M | -31.8% | -30.0% | -1.8% | -31.1% |
| 6M | -15.9% | -56.2% | +40.3% | -14.0% |
| YTD | -40.6% | -26.4% | -14.2% | -40.3% |
| 1Y | -50.7% | -42.2% | -8.5% | -50.0% |
| 3Y | +70.3% | -76.8% | +147.1% | +56.7% |
| All | +70.3% | -78.4% | +148.7% | +56.7% |
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 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