-77.7%
SNAP vs PLUG
+104.7%
-182.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.9% | -4.6% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +2.6% | +3.3% | -0.7% | +1.8% |
| 3M | -9.9% | -39.7% | +29.8% | -1.2% |
| 6M | +1.9% | -12.5% | +14.4% | +1.8% |
| YTD | -32.2% | +10.2% | -42.4% | -36.0% |
| 1Y | -22.8% | +50.7% | -73.5% | -34.3% |
| 3Y | -47.6% | -74.5% | +26.9% | -46.9% |
| 5Y | -92.7% | -91.8% | -0.9% | -91.0% |
| All | -77.7% | +104.7% | -182.4% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling