+1,465.0%
SMH vs OKTA
+601.1%
+863.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.2% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | -2.8% | +13.0% | -15.8% | -6.9% |
| 3M | -6.7% | +41.7% | -48.4% | -16.2% |
| 6M | +41.8% | +105.9% | -64.2% | +11.9% |
| YTD | +57.9% | +92.6% | -34.7% | +25.8% |
| 1Y | +87.6% | +81.1% | +6.6% | +52.1% |
| 3Y | +282.9% | +84.8% | +198.1% | +197.0% |
| 5Y | +330.4% | -34.4% | +364.8% | +309.4% |
| All | +1,465.0% | +601.1% | +863.9% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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