+59.8%
SO vs PLUG
-91.8%
+151.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -0.8% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | -4.6% | +3.3% | -7.9% | -4.6% |
| 3M | -3.0% | -39.7% | +36.7% | -2.3% |
| 6M | -8.3% | -12.5% | +4.2% | -8.4% |
| YTD | +3.5% | +10.2% | -6.6% | +2.8% |
| 1Y | -0.9% | +50.7% | -51.6% | -2.7% |
| 3Y | +45.4% | -74.5% | +119.9% | +46.4% |
| All | +59.8% | -91.8% | +151.6% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling