+572.1%
SNPS vs TWLO
+319.6%
+252.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -4.6% | -3.9% | -0.7% | -3.7% |
| 30D | -3.3% | -9.7% | +6.4% | -0.9% |
| 3M | -13.8% | +11.6% | -25.4% | -16.8% |
| 6M | -8.2% | +84.7% | -92.9% | -22.8% |
| YTD | -15.4% | +62.5% | -77.9% | -26.8% |
| 1Y | +2.4% | +121.7% | -119.3% | -18.2% |
| 3Y | -13.5% | +253.0% | -266.5% | -40.4% |
| 5Y | +19.5% | -32.5% | +51.9% | +10.7% |
| All | +572.1% | +319.6% | +252.5% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling