+265.2%
SU vs PLUG
+53.3%
+211.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.2% | -3.2% | +5.5% | +2.5% |
| 30D | +8.4% | -8.3% | +16.7% | +9.0% |
| 3M | +12.1% | -25.8% | +37.9% | +14.2% |
| 6M | +19.7% | -5.8% | +25.5% | +18.9% |
| YTD | +58.4% | +6.6% | +51.8% | +54.7% |
| 1Y | +67.2% | +39.1% | +28.2% | +56.9% |
| 3Y | +125.0% | -73.7% | +198.8% | +123.3% |
| 5Y | +355.1% | -91.3% | +446.4% | +380.2% |
| All | +265.2% | +53.3% | +211.9% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling