+108.7%
SMR vs PLUG
-63.0%
+171.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.8% | +1.0% | -4.7% |
| 7D | +10.3% | -8.1% | +18.4% | +14.0% |
| 30D | -25.7% | -20.5% | -5.2% | -19.0% |
| 3M | -49.7% | -45.9% | -3.9% | -37.2% |
| 6M | -59.8% | -65.2% | +5.3% | -41.9% |
| YTD | -66.0% | -37.1% | -28.9% | -59.7% |
| 1Y | -81.4% | -54.6% | -26.9% | -75.9% |
| All | +108.7% | -63.0% | +171.6% | +149.3% |
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