-78.0%
SE vs PLUG
-97.5%
+19.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.6% | +3.0% |
| 7D | -0.5% | -23.4% | +23.0% | +4.1% |
| 30D | -20.9% | -23.4% | +2.5% | -17.4% |
| 3M | -38.9% | -51.7% | +12.8% | -30.9% |
| 6M | -19.4% | -72.0% | +52.6% | -0.6% |
| YTD | -40.9% | -43.7% | +2.7% | -38.5% |
| 1Y | -46.2% | -55.4% | +9.2% | -41.7% |
| 3Y | +63.7% | -68.0% | +131.7% | +37.7% |
| All | -78.0% | -97.5% | +19.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling