-35.6%
TWLO vs SAN
+384.1%
-419.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -9.1% | -0.1% | -9.1% | -9.1% |
| 3M | +11.0% | +19.6% | -8.6% | +2.8% |
| 6M | +79.4% | +32.7% | +46.7% | +57.5% |
| YTD | +59.7% | +26.7% | +33.0% | +42.1% |
| 1Y | +112.3% | +51.6% | +60.7% | +73.6% |
| 3Y | +247.0% | +348.7% | -101.8% | +68.4% |
| 5Y | -35.6% | +378.7% | -414.3% | -72.4% |
| All | -35.6% | +384.1% | -419.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling