+202.4%
ZETA vs SIMO
+154.7%
+47.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +4.7% |
| 7D | -0.4% | -22.0% | +21.5% | +2.8% |
| 30D | -8.0% | -43.0% | +35.0% | -1.3% |
| 3M | +21.4% | -39.1% | +60.5% | +27.7% |
| 6M | +80.1% | -33.3% | +113.4% | +79.2% |
| YTD | +52.5% | +77.0% | -24.5% | +10.4% |
| 1Y | +58.5% | +73.0% | -14.5% | +15.6% |
| 3Y | +281.7% | +215.7% | +66.0% | +127.8% |
| All | +202.4% | +154.7% | +47.8% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling