+111.0%
PBF vs SMTC
+70.8%
+40.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -12.9% | +6.2% | -6.3% |
| 7D | -0.9% | -24.5% | +23.6% | -0.3% |
| 30D | -13.7% | -42.5% | +28.7% | -12.7% |
| 3M | +10.6% | -14.1% | +24.7% | +12.4% |
| 6M | +61.2% | +3.6% | +57.6% | +70.6% |
| YTD | +172.7% | +50.6% | +122.1% | +207.4% |
| 1Y | +111.0% | +72.2% | +38.8% | +132.4% |
| All | +111.0% | +70.8% | +40.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling