+13.7%
SPGI vs TWLO
-30.7%
+44.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.2% | +4.5% | -3.3% | +0.7% |
| 30D | +15.9% | -22.1% | +38.0% | +19.1% |
| 3M | +12.3% | -15.3% | +27.6% | +13.7% |
| 6M | +23.7% | +9.7% | +14.0% | +19.8% |
| YTD | -3.5% | +48.5% | -52.0% | -11.5% |
| 1Y | +0.4% | +70.3% | -69.9% | -9.7% |
| 3Y | +29.9% | +261.4% | -231.5% | +0.7% |
| All | +13.7% | -30.7% | +44.4% | +10.0% |
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