-90.8%
SNAP vs PLUG
-96.4%
+5.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.0% |
| 7D | -7.3% | +14.5% | -21.8% | -10.2% |
| 30D | -18.9% | -10.7% | -8.2% | -16.8% |
| 3M | -5.3% | -31.2% | +25.9% | +2.9% |
| 6M | -16.9% | -51.9% | +35.0% | -3.6% |
| YTD | -37.4% | -23.9% | -13.6% | -36.9% |
| 1Y | -38.5% | -43.4% | +4.9% | -34.0% |
| 3Y | -55.1% | -74.7% | +19.6% | -54.3% |
| 5Y | -90.8% | -96.3% | +5.5% | -82.8% |
| All | -90.8% | -96.4% | +5.6% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling