-42.1%
PLUG vs SMTC
+70.8%
-112.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.9% | +16.5% | +6.8% |
| 7D | +2.8% | -24.5% | +27.3% | +10.0% |
| 30D | -22.8% | -42.5% | +19.7% | -11.8% |
| 3M | -32.4% | -14.1% | -18.3% | -31.9% |
| 6M | -53.4% | +3.6% | -57.0% | -53.9% |
| YTD | -25.9% | +50.6% | -76.5% | -32.9% |
| 1Y | -42.1% | +72.2% | -114.3% | -50.9% |
| All | -42.1% | +70.8% | -112.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling