-20.7%
SNAP vs PLUG
-44.1%
+23.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.1% |
| 30D | +5.5% | -22.8% | +28.3% | +9.6% |
| 3M | +2.2% | -32.4% | +34.7% | +8.1% |
| 6M | -4.1% | -53.4% | +49.3% | +6.1% |
| YTD | -26.6% | -25.9% | -0.8% | -25.2% |
| 1Y | -20.7% | -42.1% | +21.3% | -17.8% |
| All | -20.7% | -44.1% | +23.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling