+677.8%
OKTA vs STT
+191.8%
+486.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +8.4% | +4.8% | +3.6% | +6.9% |
| 30D | -13.7% | +3.9% | -17.6% | -14.5% |
| 3M | +18.0% | -8.2% | +26.2% | +21.2% |
| 6M | +133.8% | +15.6% | +118.2% | +123.7% |
| YTD | +111.5% | +37.6% | +73.8% | +91.4% |
| 1Y | +118.3% | +50.1% | +68.2% | +92.4% |
| 3Y | +168.0% | +183.1% | -15.0% | +94.8% |
| 5Y | -30.1% | +104.8% | -134.9% | -46.5% |
| All | +677.8% | +191.8% | +486.0% | +422.5% |
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