-15.6%
SMCI vs GS
-0.9%
-14.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.5% | +4.5% |
| 7D | +6.8% | +0.9% | +5.8% | +5.4% |
| 30D | +30.6% | -1.6% | +32.1% | +33.7% |
| 3M | -15.6% | -4.5% | -11.1% | -6.6% |
| All | -15.6% | -0.9% | -14.7% | -6.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling