+3,786.6%
STRL vs PLUG
-16.2%
+3,802.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | +0.4% |
| 7D | +23.4% | -8.1% | +31.6% | +24.7% |
| 30D | -39.5% | -20.5% | -19.0% | -37.7% |
| 3M | -45.1% | -45.9% | +0.8% | -40.6% |
| 6M | -64.6% | -65.2% | +0.6% | -59.7% |
| YTD | -1.5% | -37.1% | +35.5% | +3.3% |
| 1Y | -20.8% | -54.6% | +33.8% | -13.9% |
| 3Y | +353.1% | -64.9% | +418.0% | +349.7% |
| 5Y | +942.9% | -97.1% | +1,040.0% | +1,232.2% |
| All | +3,786.6% | -16.2% | +3,802.8% | +3,140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling