+20.3%
SGOV vs PLUG
-48.9%
+69.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | -3.2% | +3.3% | 0.0% |
| 30D | +0.3% | -8.3% | +8.6% | +0.3% |
| 3M | +0.9% | -25.8% | +26.7% | +0.9% |
| 6M | +1.8% | -5.8% | +7.7% | +1.8% |
| YTD | +2.5% | +6.6% | -4.1% | +2.5% |
| 1Y | +3.8% | +39.1% | -35.3% | +3.8% |
| 3Y | +14.4% | -73.7% | +88.1% | +14.4% |
| 5Y | +20.2% | -91.3% | +111.5% | +20.2% |
| All | +20.3% | -48.9% | +69.2% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling