+95.4%
STM vs PLUG
-51.2%
+146.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +3.0% |
| 7D | +16.3% | -8.5% | +24.8% | +18.9% |
| 30D | -6.3% | -20.8% | +14.6% | -0.3% |
| 3M | -14.1% | -46.1% | +32.0% | +0.6% |
| 6M | -19.6% | -65.3% | +45.7% | +1.7% |
| YTD | +80.1% | -37.3% | +117.4% | +106.8% |
| 1Y | +95.4% | -54.8% | +150.1% | +141.0% |
| All | +95.4% | -51.2% | +146.5% | +141.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling