-2.3%
SW vs PLUG
-91.8%
+89.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +1.1% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | -4.6% | +3.3% | -7.9% | -4.8% |
| 3M | +9.4% | -39.7% | +49.1% | +12.6% |
| 6M | +3.5% | -12.5% | +16.0% | +3.6% |
| YTD | +22.0% | +10.2% | +11.9% | +19.6% |
| 1Y | +2.2% | +50.7% | -48.5% | -3.4% |
| 3Y | +19.6% | -74.5% | +94.1% | +20.3% |
| All | -2.3% | -91.8% | +89.5% | +3.2% |
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