-7.8%
PLUG vs SMTC
+382.5%
-390.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.4% | -5.6% |
| 7D | -7.2% | +12.9% | -20.0% | -13.0% |
| 30D | -16.4% | -25.6% | +9.2% | -7.5% |
| 3M | -39.0% | -4.5% | -34.4% | -41.8% |
| 6M | -61.5% | -8.3% | -53.2% | -63.8% |
| YTD | -31.2% | +69.9% | -101.1% | -54.0% |
| 1Y | -46.4% | +73.9% | -120.4% | -64.9% |
| 3Y | -61.6% | +757.7% | -819.3% | -92.5% |
| 5Y | -96.9% | +38.7% | -135.6% | -98.2% |
| 10Y | -7.8% | +376.1% | -383.9% | -72.7% |
| All | -7.8% | +382.5% | -390.4% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling