+65.8%
ZETA vs SIMO
+235.9%
-170.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.8% |
| 7D | -2.4% | +14.6% | -17.0% | -2.4% |
| 30D | +15.6% | +6.2% | +9.4% | +15.7% |
| 3M | +41.5% | +3.6% | +37.9% | +40.3% |
| 6M | +63.4% | +130.8% | -67.4% | +32.3% |
| YTD | +51.3% | +195.8% | -144.5% | -0.7% |
| 1Y | +65.8% | +225.0% | -159.2% | +3.3% |
| All | +65.8% | +235.9% | -170.1% | +3.3% |
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