+3.5%
SNOW vs TWLO
-34.2%
+37.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.5% |
| 7D | -7.5% | -3.9% | -3.6% | -5.4% |
| 30D | -1.3% | -9.7% | +8.4% | +4.5% |
| 3M | +37.4% | +11.6% | +25.8% | +26.2% |
| 6M | +88.1% | +84.7% | +3.4% | +25.9% |
| YTD | +50.3% | +62.5% | -12.2% | +8.2% |
| 1Y | +46.0% | +121.7% | -75.7% | -13.8% |
| 3Y | +98.7% | +253.0% | -154.3% | -19.5% |
| 5Y | +3.5% | -32.5% | +36.0% | 0.0% |
| All | +3.5% | -34.2% | +37.7% | 0.0% |
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