+608.2%
OKTA vs SGI
+531.6%
+76.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | -2.4% | -4.5% | +2.0% | -1.1% |
| 30D | +13.0% | +4.2% | +8.9% | +11.4% |
| 3M | +41.7% | -7.4% | +49.2% | +44.4% |
| 6M | +105.9% | -15.1% | +121.0% | +112.8% |
| YTD | +92.6% | -24.7% | +117.2% | +106.1% |
| 1Y | +81.1% | -21.8% | +102.8% | +90.4% |
| 3Y | +84.8% | +50.0% | +34.8% | +54.8% |
| 5Y | -34.4% | +48.9% | -83.4% | -47.7% |
| All | +608.2% | +531.6% | +76.6% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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