+69.0%
PBF vs SMTC
-9.9%
+78.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.4% |
| 7D | +3.8% | +30.5% | -26.7% | 0.0% |
| 30D | -22.2% | -30.9% | +8.7% | -19.3% |
| 3M | +1.3% | -14.7% | +15.9% | +3.0% |
| 6M | +69.0% | -9.6% | +78.6% | +69.2% |
| All | +69.0% | -9.9% | +78.9% | +69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling