+627.8%
OKTA vs STT
+220.1%
+407.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | +13.8% | +2.2% | +11.6% | +13.0% |
| 3M | +48.9% | +18.8% | +30.1% | +41.1% |
| 6M | +114.9% | +57.9% | +57.0% | +86.3% |
| YTD | +97.9% | +51.0% | +46.9% | +73.9% |
| 1Y | +89.7% | +77.1% | +12.5% | +58.9% |
| 3Y | +95.8% | +199.8% | -104.0% | +39.6% |
| 5Y | -32.6% | +156.0% | -188.6% | -51.0% |
| All | +627.8% | +220.1% | +407.7% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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