+78.8%
SE vs PLUG
-75.5%
+154.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.8% |
| 7D | +3.3% | +14.5% | -11.2% | +2.8% |
| 30D | -18.2% | -10.7% | -7.4% | -17.9% |
| 3M | -31.3% | -31.2% | -0.1% | -30.5% |
| 6M | -10.1% | -51.9% | +41.8% | -8.3% |
| YTD | -38.9% | -23.9% | -15.0% | -38.6% |
| 1Y | -48.0% | -43.4% | -4.6% | -47.3% |
| 3Y | +78.8% | -74.7% | +153.5% | +66.1% |
| All | +78.8% | -75.5% | +154.3% | +66.1% |
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 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