+608.2%
OKTA vs SBAC
+70.6%
+537.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.6% |
| 7D | -2.4% | -2.1% | -0.3% | -1.6% |
| 30D | +13.0% | +2.0% | +11.0% | +12.1% |
| 3M | +41.7% | -8.3% | +50.0% | +45.8% |
| 6M | +105.9% | +0.3% | +105.6% | +100.0% |
| YTD | +92.6% | -2.2% | +94.8% | +87.5% |
| 1Y | +81.1% | -4.6% | +85.7% | +77.9% |
| 3Y | +84.8% | -8.3% | +93.1% | +77.0% |
| 5Y | -34.4% | -42.8% | +8.4% | -18.5% |
| All | +608.2% | +70.6% | +537.6% | +485.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling