-37.6%
SMCI vs PBF
+120.1%
-157.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.7% | +1.0% | -6.3% |
| 7D | -17.3% | -0.9% | -16.4% | -17.3% |
| 30D | -31.5% | -13.7% | -17.8% | -32.2% |
| 3M | -6.6% | +10.6% | -17.2% | -4.6% |
| 6M | +6.0% | +61.2% | -55.2% | +16.5% |
| YTD | +1.1% | +172.7% | -171.6% | +0.3% |
| 1Y | -37.6% | +111.0% | -148.6% | -32.3% |
| All | -37.6% | +120.1% | -157.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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