+31.7%
SNPS vs PLUG
-97.5%
+129.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.5% | +8.9% | -0.5% |
| 7D | +1.1% | -23.4% | +24.5% | +3.8% |
| 30D | -5.2% | -23.4% | +18.3% | -2.6% |
| 3M | +10.6% | -51.7% | +62.3% | +18.9% |
| 6M | -10.6% | -72.0% | +61.4% | +1.1% |
| YTD | -3.1% | -43.7% | +40.6% | +0.5% |
| 1Y | +15.6% | -55.4% | +71.0% | +22.3% |
| 3Y | -12.9% | -68.0% | +55.1% | -15.9% |
| All | +31.7% | -97.5% | +129.1% | +112.0% |
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