+602.5%
OKTA vs SEI
+644.4%
-41.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.8% | -3.1% |
| 7D | -2.4% | +22.6% | -25.0% | -4.1% |
| 30D | +13.0% | +9.1% | +3.9% | +12.0% |
| 3M | +41.7% | -11.3% | +53.0% | +41.9% |
| 6M | +105.9% | +22.0% | +83.9% | +99.3% |
| YTD | +92.6% | +47.3% | +45.3% | +82.4% |
| 1Y | +81.1% | +124.8% | -43.7% | +64.5% |
| 3Y | +84.8% | +591.3% | -506.4% | +44.0% |
| 5Y | -34.4% | +1,008.2% | -1,042.7% | -51.4% |
| All | +602.5% | +644.4% | -41.9% | +419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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