-78.5%
SNAP vs PLUG
+4.7%
-83.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.3% | +2.8% |
| 7D | +6.0% | -23.4% | +29.5% | +11.4% |
| 30D | -13.8% | -23.4% | +9.7% | -9.4% |
| 3M | -0.8% | -51.7% | +51.0% | +13.6% |
| 6M | -6.2% | -72.0% | +65.7% | +18.0% |
| YTD | -34.8% | -43.7% | +8.8% | -30.4% |
| 1Y | -38.7% | -55.4% | +16.7% | -31.9% |
| 3Y | -53.5% | -68.0% | +14.6% | -54.6% |
| 5Y | -90.2% | -97.4% | +7.2% | -85.2% |
| All | -78.5% | +4.7% | -83.2% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling