+4,419.4%
SMCI vs GS
+588.5%
+3,830.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.5% | +4.5% |
| 7D | +6.8% | +0.9% | +5.8% | +6.3% |
| 30D | +30.6% | -1.6% | +32.1% | +31.8% |
| 3M | -15.6% | -4.5% | -11.1% | -12.6% |
| 6M | +21.3% | +20.9% | +0.4% | +12.1% |
| YTD | +35.3% | +19.9% | +15.4% | +25.3% |
| 1Y | -2.7% | +41.4% | -44.1% | -17.0% |
| 3Y | +40.3% | +239.2% | -198.9% | -22.0% |
| 5Y | +941.8% | +185.0% | +756.8% | +526.7% |
| 10Y | +1,687.4% | +655.0% | +1,032.4% | +569.3% |
| All | +4,419.4% | +588.5% | +3,830.9% | +1,319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling