+19.5%
SNPS vs OKTA
-35.6%
+55.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -3.3% | +13.8% | -17.2% | -7.9% |
| 3M | -13.8% | +48.9% | -62.7% | -25.2% |
| 6M | -8.2% | +114.9% | -123.1% | -31.8% |
| YTD | -15.4% | +97.9% | -113.3% | -35.7% |
| 1Y | +2.4% | +89.7% | -87.3% | -20.8% |
| 3Y | -13.5% | +95.8% | -109.3% | -35.8% |
| 5Y | +19.5% | -32.6% | +52.1% | +22.2% |
| All | +19.5% | -35.6% | +55.0% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling