+328.9%
CME vs SIMO
+379.7%
-50.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.5% |
| 7D | +0.9% | -22.0% | +22.9% | +1.4% |
| 30D | +13.2% | -43.0% | +56.2% | +14.6% |
| 3M | +16.3% | -39.1% | +55.4% | +17.2% |
| 6M | +7.1% | -33.3% | +40.4% | +6.8% |
| YTD | +15.8% | +77.0% | -61.1% | +8.4% |
| 1Y | +17.1% | +73.0% | -55.9% | +9.7% |
| 3Y | +63.2% | +215.7% | -152.6% | +43.4% |
| 5Y | +70.2% | +155.6% | -85.4% | +48.7% |
| All | +328.9% | +379.7% | -50.8% | +233.9% |
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