+21.0%
STM vs PLUG
-91.8%
+112.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.4% |
| 7D | +5.8% | -0.9% | +6.7% | +6.0% |
| 30D | -1.0% | +3.3% | -4.3% | -1.6% |
| 3M | -33.3% | -39.7% | +6.5% | -27.3% |
| 6M | +57.4% | -12.5% | +69.9% | +59.6% |
| YTD | +102.2% | +10.2% | +92.0% | +94.8% |
| 1Y | +99.6% | +50.7% | +48.9% | +75.7% |
| 3Y | +14.5% | -74.5% | +89.0% | +19.8% |
| All | +21.0% | -91.8% | +112.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling