-99.2%
PLUG vs SM
+475.7%
-574.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.6% | -2.9% | -6.4% |
| 7D | -4.9% | -25.1% | +20.2% | +1.6% |
| 30D | -27.4% | -15.6% | -11.8% | -25.0% |
| 3M | -35.7% | +2.7% | -38.4% | -37.2% |
| 6M | -59.3% | -3.8% | -55.5% | -60.2% |
| YTD | -31.5% | +61.8% | -93.3% | -42.2% |
| 1Y | -48.9% | +71.4% | -120.2% | -57.8% |
| 3Y | -79.6% | -20.7% | -58.9% | -80.1% |
| 5Y | -96.5% | -11.5% | -85.0% | -96.8% |
| 10Y | -4.9% | +10.2% | -15.1% | -49.7% |
| All | -99.2% | +475.7% | -574.9% | -99.8% |
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