+32.8%
SNOW vs PLUG
-82.9%
+115.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.3% | -5.9% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | +6.4% | +3.3% | +3.1% | +5.6% |
| 3M | +38.1% | -39.7% | +77.8% | +50.6% |
| 6M | +100.4% | -12.5% | +112.9% | +98.8% |
| YTD | +53.7% | +10.2% | +43.6% | +43.6% |
| 1Y | +52.0% | +50.7% | +1.3% | +26.2% |
| 3Y | +114.7% | -74.5% | +189.2% | +116.8% |
| 5Y | +8.8% | -91.8% | +100.5% | +49.7% |
| All | +32.8% | -82.9% | +115.6% | +44.8% |
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 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