+254.8%
SPOT vs PLUG
+25.6%
+229.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.7% | -3.1% |
| 7D | -2.9% | +8.1% | -11.0% | -3.9% |
| 30D | +8.3% | +3.7% | +4.6% | +7.5% |
| 3M | +5.1% | -29.2% | +34.2% | +9.1% |
| 6M | -6.5% | +6.1% | -12.6% | -8.8% |
| YTD | -9.0% | +14.7% | -23.7% | -13.3% |
| 1Y | -26.4% | +56.9% | -83.3% | -35.3% |
| 3Y | +240.0% | -71.6% | +311.6% | +233.2% |
| 5Y | +111.7% | -91.0% | +202.8% | +149.6% |
| All | +254.8% | +25.6% | +229.2% | +178.8% |
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