+1,524.2%
SMH vs PLUG
-16.2%
+1,540.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.8% | +7.8% | +0.1% |
| 7D | +12.1% | -8.1% | +20.2% | +13.2% |
| 30D | -14.7% | -20.5% | +5.8% | -12.1% |
| 3M | -14.2% | -45.9% | +31.6% | -7.2% |
| 6M | -10.6% | -65.2% | +54.6% | +1.9% |
| YTD | +39.3% | -37.1% | +76.4% | +44.9% |
| 1Y | +41.6% | -54.6% | +96.1% | +52.7% |
| 3Y | +223.4% | -64.9% | +288.2% | +213.5% |
| 5Y | +243.5% | -97.1% | +340.6% | +341.7% |
| All | +1,524.2% | -16.2% | +1,540.4% | +1,308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling