+90.1%
OKTA vs SPMO
+29.9%
+60.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +2.6% | +2.0% | +0.6% | +1.9% |
| 30D | +16.0% | -0.4% | +16.4% | +16.1% |
| 3M | +38.2% | -1.9% | +40.0% | +37.7% |
| 6M | +137.8% | +25.0% | +112.8% | +116.2% |
| YTD | +97.3% | +26.0% | +71.3% | +77.8% |
| 1Y | +90.1% | +28.7% | +61.4% | +72.3% |
| All | +90.1% | +29.9% | +60.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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