-33.3%
OKTA vs SMTC
+122.8%
-156.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.8% | -4.0% |
| 7D | -2.4% | +13.1% | -15.5% | -5.7% |
| 30D | +13.0% | +19.5% | -6.4% | +6.7% |
| 3M | +41.7% | +2.2% | +39.5% | +36.3% |
| 6M | +105.9% | +94.9% | +11.1% | +58.1% |
| YTD | +92.6% | +127.0% | -34.4% | +39.4% |
| 1Y | +81.1% | +174.6% | -93.5% | +21.0% |
| 3Y | +84.8% | +615.9% | -531.1% | -38.1% |
| All | -33.3% | +122.8% | -156.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling