-33.3%
OKTA vs SSNC
+19.2%
-52.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -4.2% |
| 7D | -2.4% | -4.0% | +1.6% | +1.1% |
| 30D | +13.0% | +0.5% | +12.5% | +12.5% |
| 3M | +41.7% | +18.9% | +22.8% | +19.0% |
| 6M | +105.9% | +10.8% | +95.1% | +86.0% |
| YTD | +92.6% | -7.1% | +99.7% | +104.1% |
| 1Y | +81.1% | -9.6% | +90.7% | +95.8% |
| 3Y | +84.8% | +51.1% | +33.8% | +14.4% |
| All | -33.3% | +19.2% | -52.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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