-45.9%
SMR vs PLUG
-94.1%
+48.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.6% | +6.0% |
| 7D | +1.7% | +14.5% | -12.8% | -2.1% |
| 30D | -24.4% | -10.7% | -13.7% | -21.3% |
| 3M | -44.6% | -31.2% | -13.4% | -37.2% |
| 6M | -56.7% | -51.9% | -4.7% | -45.2% |
| YTD | -61.6% | -23.9% | -37.8% | -57.9% |
| 1Y | -82.1% | -43.4% | -38.7% | -78.8% |
| 3Y | +161.5% | -74.7% | +236.2% | +201.7% |
| All | -45.9% | -94.1% | +48.1% | -30.0% |
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