-35.2%
OKTA vs SIMO
+312.7%
-347.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | +5.9% | +14.5% | -8.6% | +3.1% |
| 30D | +14.6% | +20.4% | -5.8% | +9.8% |
| 3M | +44.0% | +7.1% | +36.9% | +38.1% |
| 6M | +116.7% | +129.2% | -12.5% | +62.9% |
| YTD | +99.8% | +201.9% | -102.2% | +35.1% |
| 1Y | +84.1% | +235.5% | -151.4% | +19.3% |
| 3Y | +97.7% | +463.8% | -366.1% | +3.5% |
| 5Y | -35.2% | +306.7% | -341.9% | -61.4% |
| All | -35.2% | +312.7% | -347.9% | -61.4% |
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