-3.6%
SMR vs PLUG
-91.4%
+87.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.4% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +3.4% | +3.3% | +0.1% | +2.7% |
| 3M | -19.2% | -39.7% | +20.6% | -5.7% |
| 6M | -22.6% | -12.5% | -10.1% | -19.8% |
| YTD | -31.5% | +10.2% | -41.7% | -33.5% |
| 1Y | -73.1% | +50.7% | -123.8% | -76.6% |
| 3Y | +55.0% | -74.5% | +129.5% | +71.3% |
| All | -3.6% | -91.4% | +87.8% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling