+20.0%
PLUG vs SMTC
+365.8%
-345.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.8% | -9.4% | -2.2% |
| 7D | +14.5% | -4.8% | +19.3% | +15.3% |
| 30D | -10.7% | -37.8% | +27.1% | +7.1% |
| 3M | -31.2% | -16.5% | -14.7% | -30.2% |
| 6M | -51.9% | -4.4% | -47.5% | -55.6% |
| YTD | -23.9% | +58.0% | -81.9% | -47.3% |
| 1Y | -43.4% | +62.0% | -105.4% | -61.7% |
| 3Y | -74.7% | +745.7% | -820.4% | -95.2% |
| 5Y | -96.3% | +29.0% | -125.3% | -97.8% |
| 10Y | +20.0% | +351.4% | -331.4% | -60.8% |
| All | +20.0% | +365.8% | -345.8% | -60.8% |
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