-52.7%
SNXX vs OKTA
+46.2%
-98.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -6.6% |
| 7D | -12.0% | -2.4% | -9.6% | -11.6% |
| 30D | +37.9% | +13.0% | +24.9% | +36.8% |
| 3M | -52.7% | +41.7% | -94.4% | -50.0% |
| All | -52.7% | +46.2% | -98.8% | -50.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling