+120.1%
SPOT vs PLUG
-97.5%
+217.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.5% | +12.8% | +3.5% |
| 7D | +1.6% | -23.4% | +25.0% | +4.5% |
| 30D | +16.9% | -23.4% | +40.4% | +20.1% |
| 3M | +23.0% | -51.7% | +74.7% | +32.6% |
| 6M | +42.2% | -72.0% | +114.1% | +62.5% |
| YTD | +5.5% | -43.7% | +49.2% | +8.9% |
| 1Y | -5.1% | -55.4% | +50.4% | +0.4% |
| 3Y | +257.9% | -68.0% | +325.9% | +227.8% |
| All | +120.1% | -97.5% | +217.5% | +271.1% |
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