+125.8%
SU vs PLUG
-59.6%
+185.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | -4.3% | -7.2% | +2.9% | -4.1% |
| 30D | -6.2% | -16.4% | +10.2% | -5.9% |
| 3M | +9.7% | -39.0% | +48.7% | +10.8% |
| 6M | +7.3% | -61.5% | +68.8% | +9.5% |
| YTD | +58.7% | -31.2% | +90.0% | +59.0% |
| 1Y | +59.7% | -46.4% | +106.2% | +60.9% |
| All | +125.8% | -59.6% | +185.3% | +120.0% |
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