+90.1%
OKTA vs SIMO
+226.2%
-136.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.1% |
| 7D | +2.6% | +4.2% | -1.6% | +2.5% |
| 30D | +16.0% | +4.1% | +11.9% | +15.6% |
| 3M | +38.2% | -12.9% | +51.0% | +38.1% |
| 6M | +137.8% | +110.3% | +27.5% | +113.6% |
| YTD | +97.3% | +178.6% | -81.3% | +60.6% |
| 1Y | +90.1% | +220.0% | -129.9% | +46.8% |
| All | +90.1% | +226.2% | -136.1% | +46.8% |
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