+443.6%
STX vs PLUG
-96.4%
+540.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -2.1% |
| 7D | -28.5% | +5.8% | -34.3% | -29.0% |
| 30D | -42.9% | -18.5% | -24.4% | -41.4% |
| 3M | -45.9% | -30.0% | -16.0% | -43.4% |
| 6M | -41.3% | -56.2% | +14.9% | -35.2% |
| YTD | +67.9% | -26.4% | +94.3% | +73.6% |
| 1Y | +66.5% | -42.2% | +108.8% | +75.9% |
| 3Y | +588.0% | -76.8% | +664.8% | +622.1% |
| All | +443.6% | -96.4% | +540.0% | +674.5% |
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