+281.7%
ZETA vs SIMO
+214.6%
+67.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +4.8% |
| 7D | -0.4% | -22.0% | +21.5% | +2.1% |
| 30D | -8.0% | -43.0% | +35.0% | -2.9% |
| 3M | +21.4% | -39.1% | +60.5% | +26.3% |
| 6M | +80.1% | -33.3% | +113.4% | +77.5% |
| YTD | +52.5% | +77.0% | -24.5% | +2.0% |
| 1Y | +58.5% | +73.0% | -14.5% | +7.1% |
| 3Y | +281.7% | +215.7% | +66.0% | +59.2% |
| All | +281.7% | +214.6% | +67.1% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling