+313.9%
SPYM vs PLUG
-2.2%
+316.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -0.9% | -6.8% | +5.9% | -0.5% |
| 30D | -2.4% | -16.0% | +13.7% | -1.2% |
| 3M | -1.1% | -38.7% | +37.6% | +2.1% |
| 6M | +3.3% | -61.4% | +64.7% | +9.8% |
| YTD | +12.4% | -31.0% | +43.3% | +13.3% |
| 1Y | +12.5% | -46.2% | +58.8% | +15.2% |
| 3Y | +79.1% | -61.5% | +140.6% | +72.8% |
| 5Y | +75.7% | -96.9% | +172.6% | +99.5% |
| 10Y | +313.9% | -7.5% | +321.3% | +246.9% |
| All | +313.9% | -2.2% | +316.0% | +246.9% |
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