-32.6%
OKTA vs SGI
+45.9%
-78.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.4% |
| 7D | +0.4% | -4.9% | +5.3% | +2.6% |
| 30D | +13.8% | +1.6% | +12.2% | +12.7% |
| 3M | +48.9% | -3.2% | +52.1% | +49.7% |
| 6M | +114.9% | -16.0% | +131.0% | +125.9% |
| YTD | +97.9% | -25.4% | +123.3% | +119.2% |
| 1Y | +89.7% | -21.6% | +111.3% | +102.9% |
| 3Y | +95.8% | +52.9% | +43.0% | +39.8% |
| 5Y | -32.6% | +47.5% | -80.1% | -56.8% |
| All | -32.6% | +45.9% | -78.5% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling