+186.8%
SO vs PLUG
+25.0%
+161.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.3% |
| 7D | -1.1% | +14.5% | -15.6% | -1.4% |
| 30D | +8.6% | -10.7% | +19.3% | +8.8% |
| 3M | +1.8% | -31.2% | +33.0% | +2.6% |
| 6M | +3.6% | -51.9% | +55.5% | +5.1% |
| YTD | +9.9% | -23.9% | +33.8% | +9.8% |
| 1Y | +5.7% | -43.4% | +49.1% | +6.3% |
| 3Y | +52.5% | -74.7% | +127.2% | +52.1% |
| 5Y | +77.3% | -96.3% | +173.6% | +84.9% |
| 10Y | +186.8% | +20.0% | +166.8% | +148.3% |
| All | +186.8% | +25.0% | +161.8% | +148.3% |
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