+196.3%
SO vs PLUG
-2.2%
+198.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.8% | -6.8% | +7.6% | +0.9% |
| 30D | +7.8% | -16.0% | +23.9% | +8.2% |
| 3M | +2.9% | -38.7% | +41.7% | +4.0% |
| 6M | +2.5% | -61.4% | +63.8% | +4.5% |
| YTD | +10.3% | -31.0% | +41.2% | +10.3% |
| 1Y | +6.4% | -46.2% | +52.6% | +7.0% |
| 3Y | +52.8% | -61.5% | +114.3% | +50.6% |
| 5Y | +78.7% | -96.9% | +175.5% | +87.3% |
| 10Y | +196.3% | -7.5% | +203.8% | +152.6% |
| All | +196.3% | -2.2% | +198.4% | +152.6% |
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