-97.1%
PLUG vs SMTC
+31.4%
-128.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.6% | -4.2% | -7.0% |
| 7D | -8.1% | +30.5% | -38.6% | -17.5% |
| 30D | -20.5% | -30.9% | +10.4% | -10.3% |
| 3M | -45.9% | -14.7% | -31.2% | -45.5% |
| 6M | -65.2% | -9.6% | -55.6% | -66.7% |
| YTD | -37.1% | +62.1% | -99.1% | -54.7% |
| 1Y | -54.6% | +66.6% | -121.2% | -67.9% |
| 3Y | -64.9% | +718.1% | -783.0% | -92.5% |
| 5Y | -97.1% | +32.8% | -129.9% | -97.4% |
| All | -97.1% | +31.4% | -128.5% | -97.4% |
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