-49.5%
SMR vs PLUG
-94.3%
+44.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +7.4% | +8.8% | +14.0% |
| 7D | -9.6% | +5.8% | -15.4% | -10.9% |
| 30D | -33.8% | -18.5% | -15.2% | -29.1% |
| 3M | -46.4% | -30.0% | -16.4% | -39.5% |
| 6M | -62.4% | -56.2% | -6.2% | -51.2% |
| YTD | -64.1% | -26.4% | -37.8% | -60.3% |
| 1Y | -84.3% | -42.2% | -42.1% | -81.6% |
| 3Y | +55.8% | -76.8% | +132.7% | +84.3% |
| All | -49.5% | -94.3% | +44.8% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling