+264.7%
ZETA vs SIMO
+195.8%
+68.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.7% | -1.2% | +3.6% |
| 7D | +6.2% | -8.5% | +14.7% | +7.4% |
| 30D | -2.0% | -34.8% | +32.8% | +3.6% |
| 3M | +21.7% | -32.8% | +54.5% | +26.5% |
| 6M | +89.1% | -32.0% | +121.2% | +88.5% |
| YTD | +59.3% | +87.0% | -27.7% | +13.8% |
| 1Y | +66.2% | +86.1% | -19.9% | +19.0% |
| 3Y | +297.3% | +226.4% | +70.9% | +134.1% |
| 5Y | +227.5% | +172.1% | +55.3% | +95.0% |
| All | +264.7% | +195.8% | +68.8% | +116.0% |
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 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