+4,921.3%
SOXL vs PLUG
+53.3%
+4,868.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | +3.9% | -3.2% | +7.1% | +5.3% |
| 30D | -14.3% | -8.3% | -6.0% | -10.9% |
| 3M | -45.6% | -25.8% | -19.8% | -36.4% |
| 6M | +117.2% | -5.8% | +123.0% | +131.1% |
| YTD | +189.8% | +6.6% | +183.2% | +183.0% |
| 1Y | +317.7% | +39.1% | +278.7% | +240.7% |
| 3Y | +478.6% | -73.7% | +552.3% | +543.4% |
| 5Y | +169.5% | -91.3% | +260.8% | +415.6% |
| All | +4,921.3% | +53.3% | +4,868.0% | +4,466.7% |
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