+64.3%
TWLO vs SAN
+23.5%
+40.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -1.3% |
| 7D | -15.9% | +4.5% | -20.4% | -16.5% |
| 30D | -29.0% | -12.1% | -17.0% | -27.8% |
| 3M | +10.0% | -15.6% | +25.6% | +12.5% |
| 6M | +12.6% | +5.8% | +6.8% | +10.6% |
| YTD | +50.1% | +5.5% | +44.6% | +47.7% |
| 1Y | +64.3% | +23.6% | +40.7% | +48.9% |
| All | +64.3% | +23.5% | +40.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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