+84.8%
OKTA vs SBAC
-9.4%
+94.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.9% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | +13.0% | +2.0% | +11.0% | +12.9% |
| 3M | +41.7% | -8.3% | +50.0% | +42.6% |
| 6M | +105.9% | +0.3% | +105.6% | +103.8% |
| YTD | +92.6% | -2.2% | +94.8% | +90.7% |
| 1Y | +81.1% | -4.6% | +85.7% | +80.1% |
| 3Y | +84.8% | -8.3% | +93.1% | +87.9% |
| All | +84.8% | -9.4% | +94.2% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling