+635.3%
STX vs PLUG
-63.1%
+698.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.1% | +0.1% |
| 7D | -17.3% | -3.2% | -14.1% | -16.9% |
| 30D | -35.9% | -18.7% | -17.2% | -34.4% |
| 3M | -37.3% | -35.3% | -2.0% | -34.3% |
| 6M | -35.8% | -56.2% | +20.4% | -30.2% |
| YTD | +82.7% | -30.7% | +113.5% | +90.9% |
| 1Y | +71.6% | -46.7% | +118.3% | +82.2% |
| 3Y | +635.3% | -61.3% | +696.6% | +652.5% |
| All | +635.3% | -63.1% | +698.4% | +652.5% |
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