+166.7%
SOXX vs PLUG
-97.5%
+264.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.5% | +6.8% | -2.0% |
| 7D | +9.4% | -23.4% | +32.8% | +13.9% |
| 30D | -13.8% | -23.4% | +9.7% | -10.1% |
| 3M | -18.6% | -51.7% | +33.1% | -9.0% |
| 6M | -15.1% | -72.0% | +56.8% | +2.5% |
| YTD | +49.0% | -43.7% | +92.6% | +59.5% |
| 1Y | +55.3% | -55.4% | +110.7% | +71.2% |
| 3Y | +179.0% | -68.0% | +247.0% | +173.0% |
| All | +166.7% | -97.5% | +264.2% | +340.5% |
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