-96.5%
PLUG vs SMTC
+13.5%
-109.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.7% | -5.3% | +2.4% |
| 7D | +5.8% | -19.0% | +24.8% | +13.7% |
| 30D | -18.5% | -46.7% | +28.2% | +1.9% |
| 3M | -30.0% | -23.4% | -6.5% | -26.3% |
| 6M | -56.2% | -13.4% | -42.8% | -57.3% |
| YTD | -26.4% | +40.1% | -66.5% | -43.7% |
| 1Y | -42.2% | +47.7% | -89.9% | -57.2% |
| 3Y | -76.8% | +606.9% | -683.8% | -95.0% |
| All | -96.5% | +13.5% | -109.9% | -96.5% |
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 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