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  • CME vs SIMO✓SelectedUSD · SIMOCME vs SIMO performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+876.7%
SIMO return
+3,332.4%
Excess return
-2,455.6%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-0.3%+8.7%-9.0%-1.3%
7D-1.6%+4.2%-5.8%-2.2%
30D+6.2%+4.1%+2.1%+5.2%
3M+10.4%-12.9%+23.3%+10.2%
6M-9.5%+110.3%-119.9%-21.4%
YTD+6.0%+178.6%-172.6%-12.2%
1Y+9.3%+220.0%-210.7%-11.8%
3Y+57.7%+409.0%-351.4%+15.6%
5Y+77.7%+277.3%-199.6%+31.6%
10Y+281.2%+506.6%-225.4%+145.1%
All+876.7%+3,332.4%-2,455.6%+234.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling