-91.0%
PLUG vs SMTC
+110.0%
-201.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.0% | -5.8% | +0.1% |
| 7D | +8.1% | +22.9% | -14.8% | -0.8% |
| 30D | +3.7% | +16.6% | -13.0% | -4.3% |
| 3M | -29.2% | +2.4% | -31.6% | -32.5% |
| 6M | +6.1% | +98.3% | -92.2% | -25.2% |
| YTD | +14.7% | +120.7% | -106.0% | -24.3% |
| 1Y | +56.9% | +168.3% | -111.3% | -7.0% |
| 3Y | -71.6% | +571.7% | -643.3% | -92.6% |
| 5Y | -91.0% | +114.0% | -205.1% | -93.3% |
| All | -91.0% | +110.0% | -201.1% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling