+633.6%
TWLO vs SAN
+267.1%
+366.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +4.5% | +4.0% | +0.5% | +3.3% |
| 30D | -22.1% | -7.8% | -14.3% | -20.2% |
| 3M | -15.3% | -16.4% | +1.0% | -10.9% |
| 6M | +9.7% | +3.5% | +6.1% | +7.5% |
| YTD | +48.5% | +6.7% | +41.8% | +43.0% |
| 1Y | +70.3% | +14.5% | +55.9% | +60.3% |
| 3Y | +261.4% | +243.5% | +17.9% | +137.8% |
| 5Y | -30.6% | +296.2% | -326.8% | -57.3% |
| 10Y | +569.2% | +268.5% | +300.7% | +305.2% |
| All | +633.6% | +267.1% | +366.5% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling