+170.0%
PBF vs SMTC
+154.8%
+15.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.2% |
| 7D | +4.3% | +12.7% | -8.5% | +4.5% |
| 30D | +22.0% | +22.0% | 0.0% | +22.2% |
| 3M | +74.5% | -12.7% | +87.2% | +70.8% |
| 6M | +67.7% | +64.8% | +2.9% | +78.1% |
| YTD | +179.2% | +100.7% | +78.5% | +195.0% |
| 1Y | +170.0% | +146.9% | +23.1% | +184.7% |
| All | +170.0% | +154.8% | +15.2% | +184.7% |
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