-98.6%
PLUG vs SM
+608.1%
-706.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | +26.3% | -23.0% | -2.9% |
| 3M | -39.7% | +8.7% | -48.4% | -41.6% |
| 6M | -12.5% | +51.7% | -64.2% | -23.5% |
| YTD | +10.2% | +99.0% | -88.9% | -10.6% |
| 1Y | +50.7% | +34.6% | +16.1% | +34.4% |
| 3Y | -74.5% | -7.8% | -66.7% | -75.7% |
| 5Y | -91.8% | +104.8% | -196.6% | -93.8% |
| 10Y | +43.7% | +7.2% | +36.5% | -21.8% |
| All | -98.6% | +608.1% | -706.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling