+1,698.6%
SOXX vs TWLO
+847.7%
+850.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -3.6% | -7.8% | +4.2% | -2.1% |
| 3M | -10.2% | +10.0% | -20.2% | -13.0% |
| 6M | +54.2% | +79.5% | -25.2% | +31.5% |
| YTD | +75.2% | +59.8% | +15.4% | +52.4% |
| 1Y | +107.5% | +121.7% | -14.2% | +66.5% |
| 3Y | +226.8% | +240.8% | -14.0% | +129.2% |
| 5Y | +251.2% | -33.6% | +284.8% | +220.6% |
| 10Y | +1,567.6% | +306.0% | +1,261.7% | +889.9% |
| All | +1,698.6% | +847.7% | +850.9% | +896.6% |
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