-96.5%
PLUG vs SM
-11.5%
-84.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +7.1% |
| 7D | +5.8% | -25.9% | +31.7% | +15.6% |
| 30D | -18.5% | -15.1% | -3.4% | -15.3% |
| 3M | -30.0% | +4.9% | -34.8% | -33.0% |
| 6M | -56.2% | +6.1% | -62.3% | -59.2% |
| YTD | -26.4% | +63.4% | -89.8% | -43.7% |
| 1Y | -42.2% | +72.5% | -114.7% | -57.3% |
| 3Y | -76.8% | -16.9% | -59.9% | -78.4% |
| All | -96.5% | -11.5% | -84.9% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling