+90.0%
OKTA vs SMTC
+546.3%
-456.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +0.4% | +17.5% | -17.1% | -1.8% |
| 30D | +13.8% | +21.3% | -7.5% | +10.4% |
| 3M | +48.9% | +3.1% | +45.8% | +46.0% |
| 6M | +114.9% | +81.7% | +33.2% | +89.3% |
| YTD | +97.9% | +115.9% | -18.1% | +68.6% |
| 1Y | +89.7% | +157.8% | -68.1% | +55.5% |
| All | +90.0% | +546.3% | -456.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling