-99.2%
PLUG vs SMTC
+474.4%
-573.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -17.5% | +10.0% | -0.6% |
| 7D | -4.9% | -35.0% | +30.1% | +11.7% |
| 30D | -27.4% | -53.6% | +26.2% | -3.6% |
| 3M | -35.7% | -24.5% | -11.2% | -32.0% |
| 6M | -59.3% | -19.0% | -40.4% | -59.1% |
| YTD | -31.5% | +24.2% | -55.7% | -44.3% |
| 1Y | -48.9% | +35.6% | -84.5% | -60.3% |
| 3Y | -79.6% | +521.9% | -601.5% | -93.3% |
| 5Y | -96.5% | +1.5% | -97.9% | -97.5% |
| 10Y | -4.9% | +274.7% | -279.6% | -61.0% |
| All | -99.2% | +474.4% | -573.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling