-25.9%
STRL vs PLUG
-44.1%
+18.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.5% | -25.0% | -22.6% |
| 7D | -27.1% | +2.8% | -29.9% | -27.9% |
| 30D | -45.8% | -22.8% | -23.0% | -41.2% |
| 3M | -47.6% | -32.4% | -15.2% | -40.9% |
| 6M | -46.4% | -53.4% | +6.9% | -34.3% |
| YTD | -7.4% | -25.9% | +18.5% | -0.8% |
| 1Y | -25.9% | -42.1% | +16.2% | -14.8% |
| All | -25.9% | -44.1% | +18.2% | -14.8% |
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 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