+368.8%
SNXX vs TWLO
+67.2%
+301.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.6% | -5.4% | -7.1% |
| 7D | -12.0% | -2.4% | -9.6% | -12.1% |
| 30D | +37.9% | -7.8% | +45.8% | +37.8% |
| 3M | -52.7% | +10.0% | -62.7% | -52.6% |
| 6M | +194.8% | +79.5% | +115.3% | +204.1% |
| All | +368.8% | +67.2% | +301.5% | +382.1% |
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 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