+20.1%
SPYM vs PLUG
+45.6%
-25.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.1% | +3.3% | -3.3% | -0.1% |
| 3M | +2.0% | -39.7% | +41.8% | +3.8% |
| 6M | +13.1% | -12.5% | +25.6% | +13.0% |
| YTD | +13.6% | +10.2% | +3.5% | +12.6% |
| 1Y | +20.1% | +50.7% | -30.6% | +19.3% |
| All | +20.1% | +45.6% | -25.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling