+196.4%
SO vs PLUG
-25.0%
+221.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.5% | +11.7% | +1.4% |
| 7D | +1.4% | -23.4% | +24.8% | +1.9% |
| 30D | +4.7% | -23.4% | +28.2% | +5.3% |
| 3M | +1.7% | -51.7% | +53.4% | +3.3% |
| 6M | +2.2% | -72.0% | +74.1% | +5.0% |
| YTD | +10.0% | -43.7% | +53.6% | +10.5% |
| 1Y | +6.0% | -55.4% | +61.5% | +7.1% |
| 3Y | +54.1% | -68.0% | +122.1% | +52.5% |
| 5Y | +79.6% | -97.4% | +177.1% | +89.1% |
| All | +196.4% | -25.0% | +221.4% | +153.1% |
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