-26.5%
PLUG vs SMTC
+333.2%
-359.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -8.7% |
| 7D | -23.4% | +11.0% | -34.5% | -27.1% |
| 30D | -23.4% | -28.5% | +5.0% | -13.6% |
| 3M | -51.7% | -14.2% | -37.5% | -51.6% |
| 6M | -72.0% | -18.0% | -54.0% | -72.3% |
| YTD | -43.7% | +55.5% | -99.2% | -60.7% |
| 1Y | -55.4% | +69.5% | -125.0% | -70.5% |
| 3Y | -68.0% | +699.7% | -767.7% | -93.5% |
| 5Y | -97.4% | +27.4% | -124.8% | -98.5% |
| All | -26.5% | +333.2% | -359.7% | -78.1% |
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