+612.9%
OKTA vs SBAC
+73.5%
+539.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +13.0% | +3.2% | +9.8% | +11.6% |
| 3M | +43.4% | -5.1% | +48.5% | +45.5% |
| 6M | +107.6% | -2.1% | +109.7% | +104.1% |
| YTD | +93.8% | -0.5% | +94.3% | +87.5% |
| 1Y | +80.8% | +1.1% | +79.7% | +73.0% |
| 3Y | +91.8% | -7.4% | +99.2% | +83.3% |
| 5Y | -36.4% | -44.3% | +7.9% | -19.6% |
| All | +612.9% | +73.5% | +539.3% | +485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling