+684.6%
TWLO vs SAN
+341.3%
+343.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -1.2% | +3.3% | -4.5% | -2.2% |
| 30D | -6.4% | +1.1% | -7.5% | -6.7% |
| 3M | +6.3% | +22.2% | -15.9% | -0.4% |
| 6M | +76.4% | +36.0% | +40.4% | +58.8% |
| YTD | +58.8% | +28.2% | +30.6% | +45.0% |
| 1Y | +107.1% | +54.1% | +53.0% | +77.9% |
| 3Y | +245.0% | +354.2% | -109.3% | +108.9% |
| 5Y | -36.0% | +387.3% | -423.2% | -63.0% |
| 10Y | +293.2% | +334.8% | -41.6% | +126.9% |
| All | +684.6% | +341.3% | +343.3% | +349.1% |
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