+84.8%
OKTA vs SFM
+82.1%
+2.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.7% |
| 7D | -2.4% | -10.6% | +8.2% | -2.4% |
| 30D | +13.0% | -15.5% | +28.5% | +13.0% |
| 3M | +41.7% | -17.4% | +59.1% | +41.7% |
| 6M | +105.9% | -3.4% | +109.4% | +101.5% |
| YTD | +92.6% | -8.7% | +101.2% | +89.7% |
| 1Y | +81.1% | -47.2% | +128.2% | +96.4% |
| 3Y | +84.8% | +82.7% | +2.1% | +61.5% |
| All | +84.8% | +82.1% | +2.8% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling