+608.2%
OKTA vs SFM
+216.3%
+391.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -2.4% | -10.6% | +8.2% | -1.4% |
| 30D | +13.0% | -15.5% | +28.5% | +14.5% |
| 3M | +41.7% | -17.4% | +59.1% | +43.6% |
| 6M | +105.9% | -3.4% | +109.4% | +103.0% |
| YTD | +92.6% | -8.7% | +101.2% | +90.9% |
| 1Y | +81.1% | -47.2% | +128.2% | +93.5% |
| 3Y | +84.8% | +82.7% | +2.1% | +63.2% |
| 5Y | -34.4% | +214.3% | -248.7% | -46.5% |
| All | +608.2% | +216.3% | +391.9% | +453.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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