+119.7%
OKTA vs SIMO
+94.5%
+25.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.9% |
| 7D | -14.2% | -16.9% | +2.7% | -13.9% |
| 30D | -12.5% | -35.4% | +22.9% | -12.9% |
| 3M | +29.2% | -31.9% | +61.1% | +29.0% |
| 6M | +147.3% | -19.3% | +166.7% | +143.6% |
| YTD | +120.9% | +98.5% | +22.5% | +90.0% |
| 1Y | +119.7% | +100.5% | +19.2% | +87.7% |
| All | +119.7% | +94.5% | +25.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling