-42.2%
PLUG vs SMTC
+50.9%
-93.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.7% | -5.3% | +4.0% |
| 7D | +5.8% | -19.0% | +24.8% | +10.9% |
| 30D | -18.5% | -46.7% | +28.2% | -5.4% |
| 3M | -30.0% | -23.4% | -6.5% | -27.2% |
| 6M | -56.2% | -13.4% | -42.8% | -55.5% |
| YTD | -26.4% | +40.1% | -66.5% | -32.3% |
| 1Y | -42.2% | +47.7% | -89.9% | -48.5% |
| All | -42.2% | +50.9% | -93.1% | -48.5% |
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