+123.4%
STM vs PLUG
-99.1%
+222.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.5% | -4.9% | -11.5% |
| 7D | -20.1% | -4.9% | -15.2% | -19.5% |
| 30D | -32.0% | -27.4% | -4.5% | -29.2% |
| 3M | -24.2% | -35.7% | +11.6% | -20.0% |
| 6M | -29.9% | -59.3% | +29.4% | -21.9% |
| YTD | +54.9% | -31.5% | +86.4% | +59.7% |
| 1Y | +68.0% | -48.9% | +116.8% | +78.7% |
| 3Y | -0.1% | -79.6% | +79.5% | +3.9% |
| 5Y | -17.9% | -96.5% | +78.6% | +0.4% |
| 10Y | +392.2% | -4.9% | +397.2% | +266.4% |
| All | +123.4% | -99.1% | +222.6% | +28.2% |
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