+589.4%
SE vs PLUG
-14.9%
+604.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -2.5% | +3.3% | -5.8% | -3.1% |
| 3M | +21.7% | -39.7% | +61.4% | +33.2% |
| 6M | +27.0% | -12.5% | +39.5% | +26.4% |
| YTD | -12.1% | +10.2% | -22.3% | -18.8% |
| 1Y | -40.9% | +50.7% | -91.6% | -51.5% |
| 3Y | +191.0% | -74.5% | +265.5% | +181.2% |
| 5Y | -68.3% | -91.8% | +23.5% | -58.5% |
| All | +589.4% | -14.9% | +604.3% | +403.3% |
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