+17.9%
SNPS vs TWLO
-35.1%
+53.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -4.5% | -9.1% | +4.7% | -2.1% |
| 3M | -15.5% | +11.0% | -26.5% | -18.6% |
| 6M | -10.1% | +79.4% | -89.4% | -25.0% |
| YTD | -16.3% | +59.7% | -76.0% | -28.2% |
| 1Y | -34.9% | +112.3% | -147.3% | -48.3% |
| 3Y | -14.4% | +247.0% | -261.3% | -42.7% |
| 5Y | +17.9% | -35.6% | +53.5% | +11.5% |
| All | +17.9% | -35.1% | +53.0% | +11.5% |
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 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