+81.1%
OKTA vs SBAC
-2.5%
+83.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.5% |
| 30D | +13.0% | +2.0% | +11.0% | +13.2% |
| 3M | +41.7% | -8.3% | +50.0% | +40.7% |
| 6M | +105.9% | +0.3% | +105.6% | +100.5% |
| YTD | +92.6% | -2.2% | +94.8% | +85.7% |
| 1Y | +81.1% | -4.6% | +85.7% | +83.1% |
| All | +81.1% | -2.5% | +83.5% | +83.1% |
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