+799.0%
STRL vs PLUG
-96.6%
+895.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.5% | -6.3% | -12.9% |
| 7D | -34.6% | -4.9% | -29.7% | -34.2% |
| 30D | -56.7% | -27.4% | -29.2% | -54.8% |
| 3M | -54.4% | -35.7% | -18.7% | -51.8% |
| 6M | -69.7% | -59.3% | -10.3% | -66.3% |
| YTD | -20.2% | -31.5% | +11.3% | -16.8% |
| 1Y | -40.6% | -48.9% | +8.3% | -36.3% |
| 3Y | +221.7% | -79.6% | +301.3% | +246.5% |
| 5Y | +799.0% | -96.5% | +895.5% | +1,131.8% |
| All | +799.0% | -96.6% | +895.6% | +1,131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling