+137.9%
OKTA vs SN
+671.3%
-533.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.5% |
| 7D | +8.4% | +1.5% | +6.9% | +8.0% |
| 30D | -13.7% | +21.5% | -35.2% | -17.9% |
| 3M | +18.0% | +20.0% | -2.0% | +12.6% |
| 6M | +133.8% | +119.9% | +13.9% | +94.2% |
| YTD | +111.5% | +102.3% | +9.2% | +77.2% |
| 1Y | +118.3% | +148.0% | -29.7% | +74.7% |
| 3Y | +168.0% | +450.0% | -282.0% | +84.2% |
| All | +137.9% | +671.3% | -533.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling