+945.5%
SMCI vs GS
+452.1%
+493.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.7% |
| 7D | -6.6% | +5.9% | -12.4% | -10.0% |
| 30D | -24.9% | +4.3% | -29.2% | -26.8% |
| 3M | -31.4% | -11.7% | -19.7% | -25.1% |
| 6M | -16.0% | -3.2% | -12.9% | -12.1% |
| YTD | -8.2% | +5.8% | -14.0% | -9.4% |
| 1Y | -23.4% | +16.0% | -39.5% | -28.6% |
| 3Y | +5.0% | +199.8% | -194.7% | -45.7% |
| 5Y | +515.0% | +155.5% | +359.5% | +245.1% |
| All | +945.5% | +452.1% | +493.4% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling