+628.9%
OKTA vs SEI
+647.2%
-18.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +2.6% |
| 7D | +5.9% | +28.2% | -22.4% | +3.6% |
| 30D | +14.6% | +15.5% | -0.9% | +13.0% |
| 3M | +44.0% | -1.4% | +45.4% | +43.0% |
| 6M | +116.7% | +37.4% | +79.3% | +107.5% |
| YTD | +99.8% | +47.8% | +51.9% | +89.2% |
| 1Y | +84.1% | +174.3% | -90.2% | +64.2% |
| 3Y | +97.7% | +598.5% | -500.8% | +53.9% |
| 5Y | -35.2% | +1,026.2% | -1,061.4% | -51.9% |
| All | +628.9% | +647.2% | -18.3% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling