+303.4%
CME vs SIMO
+394.4%
-91.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.9% |
| 7D | +3.9% | +4.1% | -0.2% | +3.8% |
| 30D | +11.3% | -24.0% | +35.3% | +11.9% |
| 3M | +19.6% | -31.8% | +51.3% | +20.2% |
| 6M | +8.1% | -36.9% | +45.0% | +8.2% |
| YTD | +20.4% | +84.8% | -64.4% | +12.5% |
| 1Y | +16.5% | +99.0% | -82.5% | +8.2% |
| 3Y | +66.4% | +217.9% | -151.5% | +46.5% |
| 5Y | +74.5% | +171.5% | -97.0% | +51.7% |
| All | +303.4% | +394.4% | -91.0% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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