+444.1%
STM vs PLUG
-1.4%
+445.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.0% | +1.8% |
| 7D | -7.9% | -2.8% | -5.1% | -7.5% |
| 30D | -14.1% | -18.5% | +4.3% | -11.3% |
| 3M | -17.6% | -35.1% | +17.5% | -11.9% |
| 6M | -24.2% | -56.1% | +31.9% | -14.0% |
| YTD | +73.3% | -30.5% | +103.8% | +79.9% |
| 1Y | +90.1% | -46.5% | +136.6% | +104.3% |
| 3Y | +10.3% | -61.2% | +71.5% | +6.7% |
| 5Y | -5.7% | -96.6% | +90.9% | +23.4% |
| All | +444.1% | -1.4% | +445.5% | +339.7% |
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 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