+84.8%
OKTA vs SGI
+51.7%
+33.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.5% |
| 3M | +41.7% | -7.4% | +49.2% | +44.3% |
| 6M | +105.9% | -15.1% | +121.0% | +112.5% |
| YTD | +92.6% | -24.7% | +117.2% | +107.2% |
| 1Y | +81.1% | -21.8% | +102.8% | +91.0% |
| 3Y | +84.8% | +50.0% | +34.8% | +39.0% |
| All | +84.8% | +51.7% | +33.1% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling