+324.5%
ZETA vs SIMO
+216.9%
+107.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +8.7% | -1.0% | +6.3% |
| 7D | +18.8% | +0.9% | +17.8% | +18.5% |
| 30D | +12.6% | -25.4% | +38.0% | +16.8% |
| 3M | +29.5% | -17.8% | +47.2% | +30.5% |
| 6M | +128.6% | -29.6% | +158.1% | +127.4% |
| YTD | +85.5% | +100.3% | -14.9% | +31.1% |
| 1Y | +90.6% | +100.4% | -9.8% | +34.9% |
| 3Y | +358.0% | +246.1% | +111.9% | +167.8% |
| 5Y | +282.0% | +189.8% | +92.2% | +125.7% |
| All | +324.5% | +216.9% | +107.7% | +148.9% |
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