+743.1%
SW vs PLUG
-94.3%
+837.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.5% | +4.0% |
| 7D | +12.1% | +2.8% | +9.2% | +12.0% |
| 30D | +6.6% | -22.8% | +29.3% | +7.2% |
| 3M | -6.0% | -32.4% | +26.4% | -5.1% |
| 6M | +21.5% | -53.4% | +74.8% | +23.6% |
| YTD | +20.3% | -25.9% | +46.2% | +20.6% |
| 1Y | +28.1% | -42.1% | +70.2% | +29.1% |
| 3Y | +51.6% | -77.9% | +129.5% | +51.6% |
| 5Y | -0.1% | -96.4% | +96.2% | +2.2% |
| 10Y | +189.7% | +2.8% | +186.9% | +175.2% |
| All | +743.1% | -94.3% | +837.3% | +714.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling