+3,072.4%
SMCI vs GS
+503.4%
+2,569.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | -11.5% | +1.6% | -13.0% | -12.3% |
| 30D | -33.6% | +1.7% | -35.3% | -34.1% |
| 3M | -11.7% | -11.6% | -0.1% | -5.6% |
| 6M | -21.4% | -1.9% | -19.5% | -19.2% |
| YTD | -5.1% | +5.1% | -10.1% | -5.7% |
| 1Y | -30.9% | +16.4% | -47.3% | -34.7% |
| 3Y | +4.5% | +199.0% | -194.5% | -37.9% |
| 5Y | +534.2% | +157.4% | +376.8% | +305.2% |
| 10Y | +1,062.8% | +457.2% | +605.5% | +403.5% |
| All | +3,072.4% | +503.4% | +2,569.0% | +969.1% |
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 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