+646.2%
STX vs PLUG
-75.5%
+721.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.3% | +9.4% |
| 7D | -14.8% | +14.5% | -29.3% | -15.9% |
| 30D | -35.4% | -10.7% | -24.6% | -34.5% |
| 3M | -37.7% | -31.2% | -6.5% | -35.2% |
| 6M | -35.2% | -51.9% | +16.7% | -30.6% |
| YTD | +84.4% | -23.9% | +108.2% | +90.4% |
| 1Y | +82.3% | -43.4% | +125.6% | +91.3% |
| 3Y | +646.2% | -74.7% | +720.9% | +659.1% |
| All | +646.2% | -75.5% | +721.8% | +659.1% |
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