+627.8%
OKTA vs SIMO
+604.6%
+23.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | +0.1% |
| 7D | +0.4% | +12.5% | -12.1% | -2.6% |
| 30D | +13.8% | +18.4% | -4.6% | +8.1% |
| 3M | +48.9% | +5.6% | +43.3% | +41.3% |
| 6M | +114.9% | +116.9% | -2.0% | +55.5% |
| YTD | +97.9% | +188.4% | -90.5% | +27.8% |
| 1Y | +89.7% | +221.3% | -131.6% | +17.0% |
| 3Y | +95.8% | +438.6% | -342.7% | -3.0% |
| 5Y | -32.6% | +287.9% | -320.5% | -63.9% |
| All | +627.8% | +604.6% | +23.2% | +185.9% |
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