+55.9%
PLUG vs SMTC
+493.3%
-437.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.0% | -5.8% | -0.4% |
| 7D | +8.1% | +22.9% | -14.8% | -1.8% |
| 30D | +3.7% | +16.6% | -13.0% | -5.3% |
| 3M | -29.2% | +2.4% | -31.6% | -33.0% |
| 6M | +6.1% | +98.3% | -92.2% | -28.7% |
| YTD | +14.7% | +120.7% | -106.0% | -28.3% |
| 1Y | +56.9% | +168.3% | -111.3% | -13.0% |
| 3Y | -71.6% | +571.7% | -643.3% | -93.1% |
| 5Y | -91.0% | +114.0% | -205.1% | -95.7% |
| 10Y | +55.9% | +497.0% | -441.1% | -49.9% |
| All | +55.9% | +493.3% | -437.4% | -49.9% |
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 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