+612.9%
OKTA vs SGI
+558.1%
+54.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.7% | +9.3% | -8.6% | -2.1% |
| 30D | +13.0% | +6.9% | +6.1% | +10.5% |
| 3M | +43.4% | +2.8% | +40.6% | +41.5% |
| 6M | +107.6% | -12.6% | +120.2% | +112.8% |
| YTD | +93.8% | -21.5% | +115.3% | +105.0% |
| 1Y | +80.8% | -18.8% | +99.6% | +88.0% |
| 3Y | +91.8% | +60.8% | +31.0% | +57.3% |
| 5Y | -36.4% | +60.0% | -96.4% | -50.2% |
| All | +612.9% | +558.1% | +54.8% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling