+11.1%
SMR vs PLUG
-91.1%
+102.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.1% | +11.1% | +14.0% |
| 7D | +21.4% | +8.1% | +13.3% | +18.7% |
| 30D | +13.8% | +3.7% | +10.2% | +13.1% |
| 3M | +3.9% | -29.2% | +33.1% | +15.7% |
| 6M | -4.2% | +6.1% | -10.3% | -5.7% |
| YTD | -21.1% | +14.7% | -35.8% | -24.2% |
| 1Y | -67.1% | +56.9% | -124.0% | -71.7% |
| 3Y | +88.9% | -71.6% | +160.5% | +104.2% |
| All | +11.1% | -91.1% | +102.2% | +26.1% |
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