-99.8%
SOXS vs TWLO
+117.0%
-216.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -6.1% |
| 7D | -4.7% | -2.4% | -2.3% | -5.6% |
| 30D | +7.7% | -7.8% | +15.6% | +5.2% |
| 3M | -10.2% | +10.0% | -20.2% | -6.0% |
| 6M | -99.2% | +79.5% | -178.7% | -98.9% |
| YTD | -99.5% | +59.8% | -159.4% | -99.4% |
| 1Y | -99.8% | +121.7% | -221.4% | -99.5% |
| All | -99.8% | +117.0% | -216.8% | -99.5% |
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