+3,781.0%
SHOP vs PLUG
-25.0%
+3,806.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +2.3% |
| 7D | -1.2% | -23.4% | +22.2% | +3.9% |
| 30D | -14.7% | -23.4% | +8.7% | -10.4% |
| 3M | -7.2% | -51.7% | +44.5% | +6.3% |
| 6M | +54.2% | -72.0% | +126.2% | +93.8% |
| YTD | -8.6% | -43.7% | +35.0% | -4.0% |
| 1Y | +0.5% | -55.4% | +55.9% | +10.2% |
| 3Y | +135.9% | -68.0% | +204.0% | +119.6% |
| 5Y | -11.9% | -97.4% | +85.5% | +38.0% |
| All | +3,781.0% | -25.0% | +3,806.0% | +3,571.9% |
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 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