+1,966.3%
SRE vs PLUG
-98.6%
+2,064.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -0.7% | +3.3% | -4.1% | -0.9% |
| 3M | -6.3% | -39.7% | +33.4% | -4.8% |
| 6M | -10.7% | -12.5% | +1.8% | -10.7% |
| YTD | -3.5% | +10.2% | -13.6% | -4.7% |
| 1Y | +5.3% | +50.7% | -45.4% | +2.0% |
| 3Y | +31.8% | -74.5% | +106.3% | +31.0% |
| 5Y | +47.4% | -91.8% | +139.1% | +49.7% |
| 10Y | +120.6% | +43.7% | +76.9% | +89.5% |
| All | +1,966.3% | -98.6% | +2,064.9% | +1,414.5% |
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