-12.5%
PLUG vs SM
+58.1%
-70.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +2.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +3.3% | +26.3% | -23.0% | +5.6% |
| 3M | -39.7% | +8.7% | -48.4% | -38.8% |
| 6M | -12.5% | +51.7% | -64.2% | -3.2% |
| All | -12.5% | +58.1% | -70.6% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling