+612.9%
OKTA vs SMTC
+395.8%
+217.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.7% | -4.8% |
| 7D | +0.7% | +22.9% | -22.2% | -5.8% |
| 30D | +13.0% | +16.6% | -3.6% | +6.1% |
| 3M | +43.4% | +2.4% | +41.0% | +36.6% |
| 6M | +107.6% | +98.3% | +9.4% | +51.9% |
| YTD | +93.8% | +120.7% | -26.9% | +34.9% |
| 1Y | +80.8% | +168.3% | -87.4% | +14.9% |
| 3Y | +91.8% | +571.7% | -479.9% | -36.7% |
| 5Y | -36.4% | +114.0% | -150.4% | -62.3% |
| All | +612.9% | +395.8% | +217.1% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling