+282.9%
SMH vs OKTA
+90.2%
+192.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.0% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | -2.8% | +13.0% | -15.8% | -6.0% |
| 3M | -6.7% | +41.7% | -48.4% | -14.6% |
| 6M | +41.8% | +105.9% | -64.2% | +15.7% |
| YTD | +57.9% | +92.6% | -34.7% | +30.4% |
| 1Y | +87.6% | +81.1% | +6.6% | +57.9% |
| 3Y | +282.9% | +84.8% | +198.1% | +211.4% |
| All | +282.9% | +90.2% | +192.7% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling