+3.0%
SSPC vs PLUG
-49.8%
+52.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.4% | -24.7% | -9.6% |
| 7D | -4.7% | +5.8% | -10.5% | +3.9% |
| 30D | +36.7% | -18.5% | +55.3% | +17.6% |
| 3M | -49.4% | -30.0% | -19.5% | -59.9% |
| All | +3.0% | -49.8% | +52.8% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling