+625.6%
OKTA vs SFM
+253.9%
+371.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +16.0% | -4.4% | +20.4% | +16.2% |
| 3M | +38.2% | +1.5% | +36.6% | +37.0% |
| 6M | +137.8% | +6.5% | +131.3% | +132.5% |
| YTD | +97.3% | +2.2% | +95.1% | +93.6% |
| 1Y | +90.1% | -41.9% | +132.0% | +101.6% |
| 3Y | +98.0% | +106.8% | -8.8% | +72.7% |
| 5Y | -36.9% | +231.6% | -268.5% | -48.7% |
| All | +625.6% | +253.9% | +371.7% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling