+14.1%
CME vs SIMO
+80.3%
-66.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.1% |
| 7D | -0.6% | -8.5% | +7.9% | -1.0% |
| 30D | +8.5% | -34.8% | +43.4% | +6.2% |
| 3M | +16.0% | -32.8% | +48.9% | +13.9% |
| 6M | +9.3% | -32.0% | +41.4% | +7.6% |
| YTD | +15.3% | +87.0% | -71.7% | +23.3% |
| All | +14.1% | +80.3% | -66.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling