+27.6%
SYY vs PLUG
-75.5%
+103.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.5% | +2.0% |
| 7D | -4.1% | +14.5% | -18.6% | -4.2% |
| 30D | +0.3% | -10.7% | +11.0% | +0.4% |
| 3M | -6.3% | -31.2% | +24.8% | -6.0% |
| 6M | +9.7% | -51.9% | +61.6% | +10.3% |
| YTD | +9.4% | -23.9% | +33.3% | +9.4% |
| 1Y | +7.3% | -43.4% | +50.7% | +7.5% |
| 3Y | +27.6% | -74.7% | +102.4% | +27.5% |
| All | +27.6% | -75.5% | +103.2% | +27.5% |
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 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