+608.2%
OKTA vs SYF
+188.8%
+419.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | +13.0% | -4.3% | +17.3% | +14.3% |
| 3M | +41.7% | +5.5% | +36.2% | +39.3% |
| 6M | +105.9% | +17.5% | +88.4% | +96.6% |
| YTD | +92.6% | -7.8% | +100.3% | +95.0% |
| 1Y | +81.1% | +1.6% | +79.4% | +78.8% |
| 3Y | +84.8% | +154.8% | -70.0% | +42.7% |
| 5Y | -34.4% | +79.5% | -113.9% | -46.9% |
| All | +608.2% | +188.8% | +419.4% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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