-79.7%
SNAP vs PLUG
+36.8%
-116.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -4.0% |
| 7D | -7.1% | +5.8% | -13.0% | -8.1% |
| 30D | -14.6% | -18.5% | +3.9% | -11.2% |
| 3M | -5.0% | -30.0% | +25.0% | +1.4% |
| 6M | -18.8% | -56.2% | +37.4% | -6.5% |
| YTD | -38.5% | -26.4% | -12.1% | -37.5% |
| 1Y | -38.1% | -42.2% | +4.2% | -34.4% |
| 3Y | -53.8% | -76.8% | +23.1% | -52.5% |
| 5Y | -90.7% | -96.2% | +5.5% | -86.8% |
| All | -79.7% | +36.8% | -116.5% | -80.2% |
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