-91.0%
SNDQ vs TWLO
+44.9%
-135.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.1% | +15.4% | +15.2% |
| 7D | +66.1% | -15.9% | +82.0% | +60.4% |
| 30D | +122.5% | -29.0% | +151.6% | +111.9% |
| 3M | +11.6% | +10.0% | +1.5% | +12.0% |
| 6M | -82.2% | +12.6% | -94.7% | -81.8% |
| All | -91.0% | +44.9% | -135.9% | -88.7% |
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