+538.5%
SMCI vs GS
+138.4%
+400.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | -12.7% | -3.2% | -9.5% | -10.5% |
| 30D | -36.0% | -2.4% | -33.6% | -34.5% |
| 3M | -2.1% | -15.7% | +13.6% | +13.4% |
| 6M | -17.0% | -6.8% | -10.3% | -9.5% |
| YTD | -1.7% | -0.1% | -1.7% | +1.0% |
| 1Y | -28.7% | +12.1% | -40.8% | -32.9% |
| 3Y | +13.9% | +185.8% | -171.9% | -50.7% |
| All | +538.5% | +138.4% | +400.1% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling