+596.2%
STX vs PLUG
-79.9%
+676.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.5% | -8.7% | -15.4% |
| 7D | -33.4% | -4.9% | -28.5% | -32.9% |
| 30D | -42.1% | -27.4% | -14.7% | -40.1% |
| 3M | -44.3% | -35.7% | -8.5% | -41.6% |
| 6M | -39.4% | -59.3% | +19.9% | -34.0% |
| YTD | +70.0% | -31.5% | +101.4% | +77.5% |
| 1Y | +70.2% | -48.9% | +119.0% | +80.6% |
| All | +596.2% | -79.9% | +676.1% | +617.1% |
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