-36.4%
OKTA vs SUI
-32.1%
-4.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | +0.7% | -3.1% | +3.8% | +2.2% |
| 30D | +13.0% | -2.3% | +15.3% | +13.8% |
| 3M | +43.4% | -2.8% | +46.2% | +44.1% |
| 6M | +107.6% | -12.4% | +120.0% | +119.5% |
| YTD | +93.8% | -3.3% | +97.1% | +92.8% |
| 1Y | +80.8% | -5.8% | +86.6% | +82.0% |
| 3Y | +91.8% | +12.5% | +79.3% | +59.7% |
| 5Y | -36.4% | -32.9% | -3.5% | -12.1% |
| All | -36.4% | -32.1% | -4.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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