+119.7%
OKTA vs SBAC
+2.4%
+117.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | +1.2% |
| 7D | -14.2% | +5.8% | -20.0% | -13.8% |
| 30D | -12.5% | +20.8% | -33.3% | -11.1% |
| 3M | +29.2% | +4.8% | +24.5% | +29.8% |
| 6M | +147.3% | -9.1% | +156.5% | +145.1% |
| YTD | +120.9% | +3.1% | +117.9% | +113.1% |
| 1Y | +119.7% | +2.2% | +117.5% | +112.6% |
| All | +119.7% | +2.4% | +117.3% | +112.6% |
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