Redirection to original page after sign-in

When clicking a link that navigates me to our logic monitor portal, I find that if I haven't signed in recently it will re-prompt for authentication. This is no problem. However after authentication is complete (SSO in our case), I'm not directed to my original URL (usually an alert that I'm investigating), rather to the home dashboard page instead. It would be nice if after logging in we were re-directed to the original page that we requested. Many other services I've used online do this.