+630.3%
SNPS vs TWLO
+871.2%
-240.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.7% |
| 7D | -11.0% | -2.0% | -9.0% | -10.6% |
| 30D | -1.7% | +20.6% | -22.3% | -6.5% |
| 3M | -20.4% | -1.5% | -18.8% | -20.8% |
| 6M | -8.6% | +89.4% | -98.0% | -23.0% |
| YTD | -16.2% | +63.8% | -79.9% | -27.0% |
| 1Y | -34.6% | +119.7% | -154.3% | -46.9% |
| 3Y | -14.5% | +256.1% | -270.6% | -40.1% |
| 5Y | +17.0% | -36.6% | +53.5% | +9.5% |
| 10Y | +560.0% | +304.3% | +255.7% | +320.4% |
| All | +630.3% | +871.2% | -240.9% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling