+465.1%
STM vs PLUG
-25.0%
+490.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.5% | +11.1% | +2.3% |
| 7D | +12.0% | -23.4% | +35.5% | +16.6% |
| 30D | -0.4% | -23.4% | +23.1% | +3.8% |
| 3M | -13.2% | -51.7% | +38.6% | -2.8% |
| 6M | -26.1% | -72.0% | +45.9% | -10.2% |
| YTD | +81.2% | -43.7% | +124.8% | +94.2% |
| 1Y | +98.3% | -55.4% | +153.7% | +119.4% |
| 3Y | +16.7% | -68.0% | +84.7% | +16.2% |
| 5Y | -4.8% | -97.4% | +92.6% | +29.9% |
| All | +465.1% | -25.0% | +490.1% | +370.8% |
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