-17.9%
PLUG vs SM
+18.2%
-36.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.2% | -14.0% | -9.8% |
| 7D | -8.1% | +10.6% | -18.7% | -10.1% |
| 30D | -20.5% | -15.0% | -5.5% | -18.6% |
| 3M | -45.9% | +1.7% | -47.5% | -46.7% |
| 6M | -65.2% | +5.9% | -71.0% | -66.4% |
| YTD | -37.1% | +79.0% | -116.1% | -46.0% |
| 1Y | -54.6% | +84.7% | -139.2% | -61.4% |
| 3Y | -64.9% | -3.5% | -61.4% | -66.7% |
| 5Y | -97.1% | +4.9% | -102.1% | -97.4% |
| All | -17.9% | +18.2% | -36.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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