+365.1%
SE vs PLUG
-47.1%
+412.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.5% | +1.8% | -4.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.3% |
| 30D | -21.7% | -27.4% | +5.8% | -16.8% |
| 3M | -34.2% | -35.7% | +1.5% | -28.6% |
| 6M | -10.5% | -59.3% | +48.9% | +4.6% |
| YTD | -40.7% | -31.5% | -9.2% | -40.2% |
| 1Y | -52.1% | -48.9% | -3.2% | -49.0% |
| 3Y | +68.9% | -79.6% | +148.5% | +65.8% |
| 5Y | -78.9% | -96.5% | +17.6% | -67.1% |
| All | +365.1% | -47.1% | +412.2% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling