+84.8%
OKTA vs SYF
+155.9%
-71.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -2.4% | -4.9% | +2.5% | -0.8% |
| 30D | +13.0% | -4.3% | +17.3% | +14.6% |
| 3M | +41.7% | +5.5% | +36.2% | +38.7% |
| 6M | +105.9% | +17.5% | +88.4% | +93.8% |
| YTD | +92.6% | -7.8% | +100.3% | +95.5% |
| 1Y | +81.1% | +1.6% | +79.4% | +77.7% |
| 3Y | +84.8% | +154.8% | -70.0% | +29.3% |
| All | +84.8% | +155.9% | -71.1% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling