-30.2%
OKTA vs SIMO
+184.2%
-214.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | +6.6% | +14.9% | -8.2% | +3.9% |
| 30D | -19.4% | -27.0% | +7.6% | -15.2% |
| 3M | +23.9% | -25.4% | +49.3% | +27.5% |
| 6M | +130.9% | -30.3% | +161.1% | +132.6% |
| YTD | +111.1% | +95.8% | +15.3% | +52.1% |
| 1Y | +115.5% | +100.0% | +15.5% | +53.9% |
| 3Y | +169.4% | +238.3% | -68.9% | +54.4% |
| 5Y | -30.2% | +187.6% | -217.8% | -58.8% |
| All | -30.2% | +184.2% | -214.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling