+301.0%
TWLO vs SAN
+357.1%
-56.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -7.8% | +0.9% | -8.8% | -8.1% |
| 3M | +10.0% | +19.1% | -9.1% | +4.2% |
| 6M | +79.5% | +33.2% | +46.3% | +63.1% |
| YTD | +59.8% | +29.1% | +30.7% | +46.0% |
| 1Y | +121.7% | +50.2% | +71.4% | +92.8% |
| 3Y | +240.8% | +351.0% | -110.2% | +110.2% |
| 5Y | -33.6% | +394.7% | -428.3% | -61.1% |
| All | +301.0% | +357.1% | -56.1% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling