-64.8%
SPCH vs PLUG
-49.8%
-14.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +7.4% | +9.4% | +9.2% |
| 7D | -3.0% | +5.8% | -8.9% | -7.5% |
| 30D | -39.8% | -18.5% | -21.3% | -26.2% |
| 3M | +16.8% | -30.0% | +46.8% | +62.5% |
| All | -64.8% | -49.8% | -14.9% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling