-98.6%
PLUG vs SMTC
+827.9%
-926.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.2% | -6.4% | -0.9% |
| 7D | -0.9% | +12.7% | -13.7% | -5.7% |
| 30D | +3.3% | +22.0% | -18.6% | -6.5% |
| 3M | -39.7% | -12.7% | -27.1% | -38.6% |
| 6M | -12.5% | +64.8% | -77.3% | -32.8% |
| YTD | +10.2% | +100.7% | -90.5% | -23.4% |
| 1Y | +50.7% | +146.9% | -96.2% | -5.5% |
| 3Y | -74.5% | +456.8% | -531.3% | -90.8% |
| 5Y | -91.8% | +89.2% | -181.0% | -95.3% |
| 10Y | +43.7% | +426.9% | -383.2% | -47.0% |
| All | -98.6% | +827.9% | -926.6% | -99.7% |
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