-8.8%
SMCI vs TWLO
+117.0%
-125.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.6% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | +6.6% | -7.8% | +14.4% | +8.2% |
| 3M | +25.4% | +10.0% | +15.4% | +21.3% |
| 6M | +26.1% | +79.5% | -53.3% | -0.3% |
| YTD | +37.0% | +59.8% | -22.8% | +11.8% |
| 1Y | -8.8% | +121.7% | -130.4% | -36.1% |
| All | -8.8% | +117.0% | -125.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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