+250.9%
PBF vs SMTC
+333.2%
-82.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +1.5% |
| 7D | +6.5% | +11.0% | -4.6% | +3.5% |
| 30D | -20.0% | -28.5% | +8.5% | -14.4% |
| 3M | -3.3% | -14.2% | +10.9% | -2.7% |
| 6M | +76.8% | -18.0% | +94.8% | +74.0% |
| YTD | +168.9% | +55.5% | +113.4% | +112.4% |
| 1Y | +96.4% | +69.5% | +26.8% | +49.8% |
| 3Y | +77.2% | +699.7% | -622.4% | -39.4% |
| 5Y | +417.7% | +27.4% | +390.3% | +275.4% |
| All | +250.9% | +333.2% | -82.3% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling