-53.8%
SNAP vs PLUG
-78.4%
+24.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -3.6% |
| 7D | -7.1% | +5.8% | -13.0% | -7.8% |
| 30D | -14.6% | -18.5% | +3.9% | -12.1% |
| 3M | -5.0% | -30.0% | +25.0% | -0.3% |
| 6M | -18.8% | -56.2% | +37.4% | -9.8% |
| YTD | -38.5% | -26.4% | -12.1% | -37.6% |
| 1Y | -38.1% | -42.2% | +4.2% | -35.3% |
| 3Y | -53.8% | -76.8% | +23.1% | -52.7% |
| All | -53.8% | -78.4% | +24.6% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling