+89.7%
OKTA vs SN
+41.3%
+48.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | +0.2% |
| 7D | +0.4% | -7.2% | +7.6% | +2.6% |
| 30D | +13.8% | -13.4% | +27.2% | +18.9% |
| 3M | +48.9% | +26.8% | +22.1% | +41.2% |
| 6M | +114.9% | +44.6% | +70.3% | +97.0% |
| YTD | +97.9% | +45.3% | +52.6% | +80.6% |
| 1Y | +89.7% | +40.1% | +49.6% | +99.5% |
| All | +89.7% | +41.3% | +48.4% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling