+63.7%
SE vs PLUG
-66.9%
+130.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.6% | +1.5% |
| 7D | -0.5% | -23.4% | +23.0% | +0.5% |
| 30D | -20.9% | -23.4% | +2.5% | -20.1% |
| 3M | -38.9% | -51.7% | +12.8% | -37.2% |
| 6M | -19.4% | -72.0% | +52.6% | -15.9% |
| YTD | -40.9% | -43.7% | +2.7% | -40.0% |
| 1Y | -46.2% | -55.4% | +9.2% | -44.8% |
| 3Y | +63.7% | -68.0% | +131.7% | +70.4% |
| All | +63.7% | -66.9% | +130.6% | +70.4% |
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