+677.8%
OKTA vs SYF
+175.8%
+502.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +8.4% | -2.0% | +10.4% | +8.9% |
| 30D | -13.7% | +1.2% | -14.9% | -14.1% |
| 3M | +18.0% | -9.4% | +27.4% | +20.7% |
| 6M | +133.8% | +4.4% | +129.4% | +130.0% |
| YTD | +111.5% | -11.9% | +123.4% | +116.1% |
| 1Y | +118.3% | -0.4% | +118.7% | +116.2% |
| 3Y | +168.0% | +159.6% | +8.5% | +106.0% |
| 5Y | -30.1% | +60.9% | -91.0% | -42.2% |
| All | +677.8% | +175.8% | +502.0% | +462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling