+2,000.9%
SMH vs TWLO
+863.4%
+1,137.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.8% |
| 7D | +1.4% | -3.9% | +5.3% | +2.2% |
| 30D | -2.2% | -9.7% | +7.5% | -0.3% |
| 3M | -1.9% | +11.6% | -13.5% | -5.2% |
| 6M | +41.0% | +84.7% | -43.7% | +20.1% |
| YTD | +55.6% | +62.5% | -6.9% | +35.5% |
| 1Y | +86.8% | +121.7% | -34.9% | +50.8% |
| 3Y | +277.7% | +253.0% | +24.7% | +165.3% |
| 5Y | +324.2% | -32.5% | +356.7% | +287.5% |
| 10Y | +1,828.6% | +312.7% | +1,515.9% | +1,061.4% |
| All | +2,000.9% | +863.4% | +1,137.4% | +1,083.8% |
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 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