+130.2%
SRE vs PLUG
-25.0%
+155.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.5% | +11.2% | +1.1% |
| 7D | +1.8% | -23.4% | +25.2% | +2.7% |
| 30D | -3.0% | -23.4% | +20.5% | -2.2% |
| 3M | -7.3% | -51.7% | +44.5% | -5.0% |
| 6M | -11.9% | -72.0% | +60.1% | -8.2% |
| YTD | -7.9% | -43.7% | +35.8% | -7.1% |
| 1Y | -11.1% | -55.4% | +44.3% | -9.7% |
| 3Y | +24.8% | -68.0% | +92.8% | +23.0% |
| 5Y | +52.4% | -97.4% | +149.8% | +64.3% |
| All | +130.2% | -25.0% | +155.2% | +93.4% |
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 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