-91.6%
SOXS vs OKTA
+114.8%
-206.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.0% | +9.0% |
| 7D | +46.7% | -14.2% | +60.9% | +41.7% |
| 30D | +97.0% | -12.5% | +109.4% | +93.6% |
| 3M | +39.5% | +29.2% | +10.3% | +48.9% |
| 6M | -54.9% | +147.3% | -202.3% | -45.0% |
| YTD | -90.4% | +120.9% | -211.3% | -89.0% |
| 1Y | -91.6% | +119.7% | -211.3% | -90.3% |
| All | -91.6% | +114.8% | -206.4% | -90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling