+14.7%
SNOW vs PLUG
-88.2%
+102.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +4.9% |
| 7D | +0.2% | +14.5% | -14.3% | -2.4% |
| 30D | -21.1% | -10.7% | -10.4% | -19.3% |
| 3M | -11.9% | -31.2% | +19.3% | -5.8% |
| 6M | +91.0% | -51.9% | +142.9% | +114.7% |
| YTD | +32.7% | -23.9% | +56.6% | +32.7% |
| 1Y | +10.8% | -43.4% | +54.2% | +16.5% |
| 3Y | +86.2% | -74.7% | +160.9% | +80.5% |
| 5Y | -22.7% | -96.3% | +73.6% | +26.4% |
| All | +14.7% | -88.2% | +102.8% | +33.8% |
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 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