+179.0%
SOXX vs PLUG
-66.9%
+245.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.5% | +6.8% | -2.3% |
| 7D | +9.4% | -23.4% | +32.8% | +13.0% |
| 30D | -13.8% | -23.4% | +9.7% | -10.8% |
| 3M | -18.6% | -51.7% | +33.1% | -11.2% |
| 6M | -15.1% | -72.0% | +56.8% | -2.2% |
| YTD | +49.0% | -43.7% | +92.6% | +58.3% |
| 1Y | +55.3% | -55.4% | +110.7% | +68.3% |
| 3Y | +179.0% | -68.0% | +247.0% | +185.3% |
| All | +179.0% | -66.9% | +245.8% | +185.3% |
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 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