-96.8%
PLUG vs SM
-5.6%
-91.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.4% | -10.1% | -9.1% |
| 7D | -2.8% | -19.5% | +16.7% | +3.3% |
| 30D | -18.5% | -20.2% | +1.8% | -13.5% |
| 3M | -35.1% | -6.5% | -28.6% | -35.3% |
| 6M | -56.1% | +1.6% | -57.6% | -58.5% |
| YTD | -30.5% | +61.2% | -91.7% | -46.6% |
| 1Y | -46.5% | +65.4% | -111.8% | -59.8% |
| 3Y | -61.2% | -13.0% | -48.2% | -64.4% |
| All | -96.8% | -5.6% | -91.2% | -97.3% |
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