+252.6%
ZETA vs SIMO
+340.7%
-88.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.7% | -12.8% | -5.4% |
| 7D | +2.7% | +4.2% | -1.6% | +1.8% |
| 30D | +15.8% | +4.1% | +11.7% | +14.0% |
| 3M | +35.4% | -12.9% | +48.3% | +34.7% |
| 6M | +67.1% | +110.3% | -43.2% | +27.3% |
| YTD | +54.1% | +178.6% | -124.5% | +5.2% |
| 1Y | +67.8% | +220.0% | -152.2% | +10.2% |
| 3Y | +311.4% | +409.0% | -97.6% | +129.3% |
| 5Y | +324.8% | +277.3% | +47.5% | +145.2% |
| All | +252.6% | +340.7% | -88.0% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling