+676.4%
OKTA vs SIMO
+378.3%
+298.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.7% |
| 7D | +6.6% | +14.9% | -8.2% | +3.1% |
| 30D | -19.4% | -27.0% | +7.6% | -13.7% |
| 3M | +23.9% | -25.4% | +49.3% | +28.9% |
| 6M | +130.9% | -30.3% | +161.1% | +133.9% |
| YTD | +111.1% | +95.8% | +15.3% | +46.4% |
| 1Y | +115.5% | +100.0% | +15.5% | +48.0% |
| 3Y | +169.4% | +238.3% | -68.9% | +47.3% |
| 5Y | -30.2% | +187.6% | -217.8% | -61.1% |
| All | +676.4% | +378.3% | +298.1% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling