+81.1%
OKTA vs SIMO
+239.1%
-158.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.2% | -9.9% | -2.8% |
| 7D | -2.4% | +11.0% | -13.4% | -2.6% |
| 30D | +13.0% | +17.9% | -4.9% | +12.4% |
| 3M | +41.7% | +3.9% | +37.8% | +41.0% |
| 6M | +105.9% | +131.0% | -25.1% | +85.8% |
| YTD | +92.6% | +209.3% | -116.8% | +57.3% |
| 1Y | +81.1% | +223.8% | -142.7% | +44.5% |
| All | +81.1% | +239.1% | -158.0% | +44.5% |
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 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