+15.6%
SNPS vs TWLO
+67.1%
-51.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | +4.5% | -3.5% | -0.2% |
| 30D | -5.2% | -22.1% | +16.9% | +0.6% |
| 3M | +10.6% | -15.3% | +25.9% | +14.0% |
| 6M | -10.6% | +9.7% | -20.3% | -15.0% |
| YTD | -3.1% | +48.5% | -51.6% | -22.4% |
| 1Y | +15.6% | +70.3% | -54.8% | -9.5% |
| All | +15.6% | +67.1% | -51.5% | -9.5% |
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