+73.1%
CME vs SIMO
+184.2%
-111.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.2% |
| 7D | +2.7% | +14.9% | -12.2% | +3.1% |
| 30D | +13.5% | -27.0% | +40.5% | +12.7% |
| 3M | +20.9% | -25.4% | +46.3% | +20.2% |
| 6M | +11.5% | -30.3% | +41.8% | +10.8% |
| YTD | +19.5% | +95.8% | -76.3% | +19.1% |
| 1Y | +17.2% | +100.0% | -82.8% | +16.8% |
| 3Y | +65.1% | +238.3% | -173.1% | +61.9% |
| 5Y | +73.1% | +187.6% | -114.5% | +61.6% |
| All | +73.1% | +184.2% | -111.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling