+56.5%
SMR vs PLUG
-74.3%
+130.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.5% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +3.4% | +3.3% | +0.1% | +2.6% |
| 3M | -19.2% | -39.7% | +20.6% | -3.9% |
| 6M | -22.6% | -12.5% | -10.1% | -19.5% |
| YTD | -31.5% | +10.2% | -41.7% | -33.9% |
| 1Y | -73.1% | +50.7% | -123.8% | -77.2% |
| All | +56.5% | -74.3% | +130.7% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling