-100.0%
SOXS vs OKTA
+620.5%
-720.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +7.4% |
| 7D | -9.4% | +0.4% | -9.8% | -9.1% |
| 30D | +6.2% | +13.8% | -7.7% | +20.0% |
| 3M | -28.0% | +48.9% | -76.9% | +5.1% |
| 6M | -99.2% | +114.9% | -214.1% | -98.0% |
| YTD | -99.5% | +97.9% | -197.4% | -98.8% |
| 1Y | -99.7% | +89.7% | -189.4% | -99.4% |
| 3Y | -100.0% | +95.8% | -195.8% | -99.9% |
| 5Y | -100.0% | -32.6% | -67.4% | -100.0% |
| All | -100.0% | +620.5% | -720.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling