+804.0%
PBF vs SMTC
+110.0%
+694.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.0% | -6.7% | +2.0% |
| 7D | +2.4% | +22.9% | -20.6% | -0.3% |
| 30D | +24.9% | +16.6% | +8.2% | +21.8% |
| 3M | +81.9% | +2.4% | +79.5% | +78.5% |
| 6M | +79.4% | +98.3% | -18.9% | +58.3% |
| YTD | +188.3% | +120.7% | +67.6% | +149.0% |
| 1Y | +177.3% | +168.3% | +9.0% | +130.0% |
| 3Y | +56.0% | +571.7% | -515.7% | -1.3% |
| 5Y | +804.0% | +114.0% | +690.0% | +635.5% |
| All | +804.0% | +110.0% | +694.0% | +635.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling