+90.6%
ZETA vs SIMO
+97.3%
-6.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +8.7% | -1.0% | +7.7% |
| 7D | +18.8% | +0.9% | +17.8% | +18.6% |
| 30D | +12.6% | -25.4% | +38.0% | +11.2% |
| 3M | +29.5% | -17.8% | +47.2% | +28.9% |
| 6M | +128.6% | -29.6% | +158.1% | +125.6% |
| YTD | +85.5% | +100.3% | -14.9% | +35.8% |
| 1Y | +90.6% | +100.4% | -9.8% | +39.1% |
| All | +90.6% | +97.3% | -6.7% | +39.1% |
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