-8.8%
SMCI vs PBF
+184.8%
-193.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +7.5% |
| 7D | +1.3% | +5.3% | -4.0% | +2.0% |
| 30D | +6.6% | +11.7% | -5.1% | +8.5% |
| 3M | +25.4% | +91.1% | -65.6% | +40.7% |
| 6M | +26.1% | +88.4% | -62.3% | +39.8% |
| YTD | +37.0% | +194.1% | -157.1% | +51.6% |
| 1Y | -8.8% | +180.4% | -189.2% | +8.4% |
| All | -8.8% | +184.8% | -193.5% | +8.4% |
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