-42.5%
SNAP vs PLUG
-53.2%
+10.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | +0.6% |
| 7D | -10.6% | -2.8% | -7.7% | -10.0% |
| 30D | -19.7% | -18.5% | -1.3% | -17.0% |
| 3M | -6.5% | -35.1% | +28.5% | +0.1% |
| 6M | -17.8% | -56.1% | +38.3% | -7.2% |
| YTD | -38.0% | -30.5% | -7.6% | -36.9% |
| 1Y | -42.5% | -46.5% | +4.0% | -39.0% |
| All | -42.5% | -53.2% | +10.8% | -39.0% |
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 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