+483.8%
STX vs PLUG
-96.5%
+580.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.1% | +0.3% |
| 7D | -17.3% | -3.2% | -14.1% | -16.9% |
| 30D | -35.9% | -18.7% | -17.2% | -34.2% |
| 3M | -37.3% | -35.3% | -2.0% | -33.8% |
| 6M | -35.8% | -56.2% | +20.4% | -29.1% |
| YTD | +82.7% | -30.7% | +113.5% | +90.4% |
| 1Y | +71.6% | -46.7% | +118.3% | +83.1% |
| 3Y | +635.3% | -61.3% | +696.6% | +624.5% |
| 5Y | +483.8% | -96.6% | +580.4% | +734.5% |
| All | +483.8% | -96.5% | +580.2% | +734.5% |
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 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