-10.1%
SOUN vs PLUG
-90.3%
+80.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +4.8% | +3.3% | +1.5% | +3.9% |
| 3M | -15.9% | -39.7% | +23.9% | -2.9% |
| 6M | -17.4% | -12.5% | -4.9% | -17.2% |
| YTD | -32.4% | +10.2% | -42.5% | -37.6% |
| 1Y | -49.3% | +50.7% | -100.0% | -59.7% |
| 3Y | +167.5% | -74.5% | +242.0% | +196.8% |
| All | -10.1% | -90.3% | +80.1% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling