+167.5%
OKTA vs STT
+183.0%
-15.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +6.6% | +5.1% | +1.5% | +4.3% |
| 30D | -19.4% | -0.2% | -19.2% | -19.1% |
| 3M | +23.9% | -8.1% | +32.1% | +28.2% |
| 6M | +130.9% | +16.6% | +114.2% | +114.9% |
| YTD | +111.1% | +37.8% | +73.3% | +81.5% |
| 1Y | +115.5% | +46.8% | +68.7% | +80.1% |
| All | +167.5% | +183.0% | -15.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling