+327.2%
SMH vs TWLO
-33.6%
+360.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -2.8% | -7.8% | +5.0% | -1.2% |
| 3M | -6.7% | +10.0% | -16.7% | -9.8% |
| 6M | +41.8% | +79.5% | -37.7% | +19.5% |
| YTD | +57.9% | +59.8% | -2.0% | +36.0% |
| 1Y | +87.6% | +121.7% | -34.0% | +47.6% |
| 3Y | +282.9% | +240.8% | +42.1% | +157.2% |
| All | +327.2% | -33.6% | +360.8% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling