+608.2%
OKTA vs SPXS
-99.4%
+707.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -3.7% |
| 7D | -2.4% | +2.5% | -4.9% | -1.4% |
| 30D | +13.0% | +4.2% | +8.8% | +15.5% |
| 3M | +41.7% | -9.3% | +51.0% | +37.7% |
| 6M | +105.9% | -30.7% | +136.6% | +81.6% |
| YTD | +92.6% | -28.1% | +120.6% | +73.7% |
| 1Y | +81.1% | -35.1% | +116.1% | +58.3% |
| 3Y | +84.8% | -79.6% | +164.4% | +15.1% |
| 5Y | -34.4% | -86.3% | +51.8% | -56.1% |
| All | +608.2% | -99.4% | +707.6% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling