You will never see an alert from your security information and event management (SIEM) tool for a zero-day attack. There is no signature in your blacklist for the malware that was custom-built for your organization and secretly colonized your mail server a month ago. No indicator, no pattern match, no alert.
Why is this the case? Because malware is constantly morphing, and because the sophisticated and dedicated minds under those black hats are working night and day to design a data breach specifically for each organization it decides to invade. When it hits you, it will be the first time its signature has ever been seen.