+634.8%
OKTA vs SPXS
-99.3%
+734.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +3.7% |
| 7D | +5.9% | +1.2% | +4.6% | +6.5% |
| 30D | +14.6% | +5.2% | +9.4% | +17.5% |
| 3M | +44.0% | -9.2% | +53.2% | +40.3% |
| 6M | +116.7% | -29.6% | +146.3% | +92.4% |
| YTD | +99.8% | -27.6% | +127.4% | +80.7% |
| 1Y | +84.1% | -36.7% | +120.8% | +59.2% |
| 3Y | +97.7% | -79.8% | +177.5% | +22.5% |
| 5Y | -35.2% | -85.9% | +50.7% | -56.1% |
| All | +634.8% | -99.3% | +734.1% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling