+3,608.8%
SHOP vs PLUG
+6.6%
+3,602.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.4% | -3.8% | +2.1% |
| 7D | -5.4% | +5.8% | -11.3% | -6.7% |
| 30D | -10.3% | -18.5% | +8.2% | -6.8% |
| 3M | +1.0% | -30.0% | +30.9% | +7.6% |
| 6M | +41.2% | -56.2% | +97.4% | +61.4% |
| YTD | -7.5% | -26.4% | +18.9% | -7.6% |
| 1Y | -4.6% | -42.2% | +37.7% | -0.5% |
| 3Y | +146.4% | -76.8% | +223.3% | +144.4% |
| 5Y | -2.5% | -96.2% | +93.7% | +41.9% |
| All | +3,608.8% | +6.6% | +3,602.2% | +3,214.2% |
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