+308.8%
SPOT vs PLUG
-16.7%
+325.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.6% |
| 7D | +2.5% | +14.5% | -12.0% | +0.7% |
| 30D | +15.1% | -10.7% | +25.8% | +16.5% |
| 3M | +24.8% | -31.2% | +56.0% | +29.9% |
| 6M | +45.8% | -51.9% | +97.7% | +57.6% |
| YTD | +4.9% | -23.9% | +28.7% | +4.8% |
| 1Y | -1.3% | -43.4% | +42.1% | +2.1% |
| 3Y | +257.7% | -74.7% | +332.4% | +248.1% |
| 5Y | +118.5% | -96.3% | +214.8% | +190.4% |
| All | +308.8% | -16.7% | +325.4% | +236.8% |
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