-42.2%
PLUG vs SM
+72.1%
-114.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +7.5% |
| 7D | +5.8% | -25.9% | +31.7% | +3.3% |
| 30D | -18.5% | -15.1% | -3.4% | -19.6% |
| 3M | -30.0% | +4.9% | -34.8% | -29.8% |
| 6M | -56.2% | +6.1% | -62.3% | -56.0% |
| YTD | -26.4% | +63.4% | -89.8% | -24.8% |
| 1Y | -42.2% | +72.5% | -114.7% | -39.6% |
| All | -42.2% | +72.1% | -114.3% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling