+828.4%
SPYM vs PLUG
-96.1%
+924.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +0.1% | +3.3% | -3.3% | -0.2% |
| 3M | +2.0% | -39.7% | +41.8% | +4.9% |
| 6M | +13.1% | -12.5% | +25.6% | +13.1% |
| YTD | +13.6% | +10.2% | +3.5% | +11.5% |
| 1Y | +20.1% | +50.7% | -30.6% | +14.1% |
| 3Y | +77.6% | -74.5% | +152.1% | +76.2% |
| 5Y | +82.5% | -91.8% | +174.3% | +88.7% |
| 10Y | +317.6% | +43.7% | +273.9% | +240.8% |
| All | +828.4% | -96.1% | +924.6% | +616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling