+448.6%
SNPS vs OKTA
+605.7%
-157.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -5.8% | +13.0% | -18.8% | -10.0% |
| 3M | -17.2% | +43.4% | -60.6% | -27.5% |
| 6M | -10.4% | +107.6% | -118.0% | -32.8% |
| YTD | -16.5% | +93.8% | -110.4% | -36.2% |
| 1Y | -35.6% | +80.8% | -116.5% | -49.2% |
| 3Y | -14.6% | +91.8% | -106.4% | -36.6% |
| 5Y | +16.5% | -36.4% | +52.9% | +12.8% |
| All | +448.6% | +605.7% | -157.1% | +195.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling