+116.7%
OKTA vs SMTC
+102.5%
+14.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | +5.9% | +22.5% | -16.6% | +5.7% |
| 30D | +14.6% | +24.9% | -10.3% | +14.3% |
| 3M | +44.0% | +4.1% | +39.9% | +42.8% |
| 6M | +116.7% | +92.6% | +24.2% | +95.2% |
| All | +116.7% | +102.5% | +14.2% | +95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling