+4,437.1%
SNDK vs TWLO
+56.5%
+4,380.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | +21.5% | -7.8% | +29.3% | +23.1% |
| 3M | -13.2% | +10.0% | -23.2% | -16.3% |
| 6M | +149.2% | +79.5% | +69.7% | +104.6% |
| YTD | +588.1% | +59.8% | +528.2% | +484.8% |
| 1Y | +1,837.5% | +121.7% | +1,715.9% | +1,341.2% |
| All | +4,437.1% | +56.5% | +4,380.6% | +3,080.8% |
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