+281.9%
PBF vs SMTC
+299.1%
-17.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -4.6% |
| 7D | -15.3% | -10.9% | -4.4% | -13.3% |
| 30D | -21.8% | -39.4% | +17.6% | -12.5% |
| 3M | -0.2% | -13.5% | +13.3% | +0.2% |
| 6M | +63.6% | -6.8% | +70.4% | +55.0% |
| YTD | +147.5% | +54.0% | +93.5% | +94.6% |
| 1Y | +69.8% | +50.8% | +19.1% | +33.3% |
| 3Y | +65.3% | +677.3% | -612.0% | -42.6% |
| 5Y | +393.4% | +28.7% | +364.7% | +238.3% |
| 10Y | +240.3% | +339.9% | -99.6% | +34.8% |
| All | +281.9% | +299.1% | -17.1% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling