+484.2%
SOXL vs PLUG
-72.4%
+556.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.8% |
| 7D | +16.4% | +8.1% | +8.3% | +13.7% |
| 30D | -12.1% | +3.7% | -15.8% | -12.8% |
| 3M | -41.7% | -29.2% | -12.5% | -34.0% |
| 6M | +157.4% | +6.1% | +151.3% | +163.4% |
| YTD | +193.3% | +14.7% | +178.6% | +188.6% |
| 1Y | +355.3% | +56.9% | +298.4% | +299.5% |
| 3Y | +484.2% | -71.6% | +555.8% | +495.1% |
| All | +484.2% | -72.4% | +556.6% | +495.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling