+1,294.3%
SMCI vs TWLO
+863.4%
+430.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.3% |
| 7D | -1.3% | -3.9% | +2.6% | -0.6% |
| 30D | +18.3% | -9.7% | +28.0% | +20.3% |
| 3M | +27.7% | +11.6% | +16.1% | +23.7% |
| 6M | +17.6% | +84.7% | -67.1% | +1.9% |
| YTD | +27.7% | +62.5% | -34.8% | +13.2% |
| 1Y | -14.9% | +121.7% | -136.6% | -29.1% |
| 3Y | +33.2% | +253.0% | -219.8% | -0.8% |
| 5Y | +921.6% | -32.5% | +954.1% | +811.3% |
| 10Y | +1,672.4% | +312.7% | +1,359.7% | +1,073.8% |
| All | +1,294.3% | +863.4% | +430.8% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling