+173.1%
SYK vs PLUG
+53.3%
+119.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.1% |
| 7D | -9.1% | -3.2% | -5.9% | -9.0% |
| 30D | -20.6% | -8.3% | -12.3% | -20.4% |
| 3M | -9.6% | -25.8% | +16.2% | -8.5% |
| 6M | -19.9% | -5.8% | -14.0% | -20.5% |
| YTD | -21.2% | +6.6% | -27.8% | -22.8% |
| 1Y | -28.4% | +39.1% | -67.5% | -31.9% |
| 3Y | -5.3% | -73.7% | +68.4% | -6.0% |
| 5Y | +6.0% | -91.3% | +97.3% | +10.6% |
| All | +173.1% | +53.3% | +119.8% | +130.5% |
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 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