-48.0%
SMR vs PLUG
-94.6%
+46.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +1.9% | -7.2% | +9.1% | +4.8% |
| 30D | -21.9% | -16.4% | -5.6% | -17.1% |
| 3M | -47.1% | -39.0% | -8.2% | -37.9% |
| 6M | -60.6% | -61.5% | +0.9% | -46.9% |
| YTD | -63.1% | -31.2% | -31.9% | -58.3% |
| 1Y | -80.4% | -46.4% | -34.0% | -76.4% |
| 3Y | +150.2% | -61.6% | +211.9% | +174.6% |
| All | -48.0% | -94.6% | +46.6% | -30.6% |
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