-33.3%
OKTA vs SPMO
+149.5%
-182.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.2% |
| 7D | -2.4% | -0.9% | -1.5% | -1.6% |
| 30D | +13.0% | -1.9% | +15.0% | +15.2% |
| 3M | +41.7% | -1.4% | +43.1% | +40.9% |
| 6M | +105.9% | +25.5% | +80.4% | +55.3% |
| YTD | +92.6% | +24.8% | +67.7% | +45.8% |
| 1Y | +81.1% | +24.5% | +56.6% | +37.2% |
| 3Y | +84.8% | +157.1% | -72.3% | -45.8% |
| All | -33.3% | +149.5% | -182.8% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling