+90.1%
OKTA vs SBAC
-3.2%
+93.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.5% |
| 30D | +16.0% | +6.9% | +9.1% | +16.7% |
| 3M | +38.2% | -8.2% | +46.4% | +37.1% |
| 6M | +137.8% | -1.6% | +139.4% | +129.4% |
| YTD | +97.3% | -0.1% | +97.4% | +91.1% |
| 1Y | +90.1% | -0.5% | +90.6% | +86.7% |
| All | +90.1% | -3.2% | +93.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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