+75.5%
SPYM vs PLUG
-78.4%
+153.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | 0.0% |
| 7D | -2.7% | +5.8% | -8.5% | -2.9% |
| 30D | -5.4% | -18.5% | +13.2% | -4.7% |
| 3M | -4.1% | -30.0% | +25.9% | -2.9% |
| 6M | +0.8% | -56.2% | +57.0% | +3.5% |
| YTD | +8.8% | -26.4% | +35.2% | +9.2% |
| 1Y | +11.0% | -42.2% | +53.2% | +12.2% |
| 3Y | +75.5% | -76.8% | +152.3% | +72.4% |
| All | +75.5% | -78.4% | +153.9% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling