+239.2%
STRL vs PLUG
-78.4%
+317.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.4% | -3.9% | +2.6% |
| 7D | -26.9% | +5.8% | -32.8% | -27.4% |
| 30D | -52.7% | -18.5% | -34.1% | -51.6% |
| 3M | -52.8% | -30.0% | -22.9% | -51.0% |
| 6M | -71.5% | -56.2% | -15.3% | -69.1% |
| YTD | -17.4% | -26.4% | +9.0% | -14.6% |
| 1Y | -35.0% | -42.2% | +7.3% | -31.7% |
| 3Y | +239.2% | -76.8% | +316.1% | +248.4% |
| All | +239.2% | -78.4% | +317.6% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling