-29.7%
OKTA vs SBAC
-39.6%
+10.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | +8.4% | +0.6% | +7.8% | +8.2% |
| 30D | -13.7% | +5.5% | -19.2% | -15.3% |
| 3M | +18.0% | +3.1% | +14.9% | +16.4% |
| 6M | +133.8% | -7.0% | +140.9% | +137.2% |
| YTD | +111.5% | +0.5% | +111.0% | +104.4% |
| 1Y | +118.3% | +0.2% | +118.1% | +111.0% |
| 3Y | +168.0% | -7.4% | +175.4% | +157.4% |
| All | -29.7% | -39.6% | +10.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling