+90.1%
OKTA vs SPXS
-40.2%
+130.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.7% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | +16.0% | +0.8% | +15.2% | +16.9% |
| 3M | +38.2% | -4.7% | +42.9% | +37.6% |
| 6M | +137.8% | -29.6% | +167.4% | +116.1% |
| YTD | +97.3% | -29.8% | +127.1% | +81.0% |
| 1Y | +90.1% | -38.9% | +129.0% | +71.3% |
| All | +90.1% | -40.2% | +130.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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