+392.6%
STM vs PLUG
+6.6%
+386.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.4% | -3.0% | +3.2% |
| 7D | -10.7% | +5.8% | -16.6% | -11.5% |
| 30D | -25.7% | -18.5% | -7.2% | -23.2% |
| 3M | -21.6% | -30.0% | +8.4% | -17.1% |
| 6M | -27.8% | -56.2% | +28.4% | -18.1% |
| YTD | +61.8% | -26.4% | +88.2% | +66.5% |
| 1Y | +78.1% | -42.2% | +120.3% | +89.1% |
| 3Y | +4.9% | -76.8% | +81.7% | +8.0% |
| 5Y | -14.3% | -96.2% | +82.0% | +10.4% |
| All | +392.6% | +6.6% | +386.0% | +304.3% |
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