+191.7%
STM vs PLUG
-98.6%
+290.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.5% |
| 7D | +5.8% | -0.9% | +6.7% | +5.9% |
| 30D | -1.0% | +3.3% | -4.3% | -1.4% |
| 3M | -33.3% | -39.7% | +6.5% | -28.9% |
| 6M | +57.4% | -12.5% | +69.9% | +59.0% |
| YTD | +102.2% | +10.2% | +92.0% | +96.7% |
| 1Y | +99.6% | +50.7% | +48.9% | +82.7% |
| 3Y | +14.5% | -74.5% | +89.0% | +15.4% |
| 5Y | +21.4% | -91.8% | +113.2% | +33.8% |
| 10Y | +695.0% | +43.7% | +651.3% | +460.6% |
| All | +191.7% | -98.6% | +290.3% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling