+119.7%
TWLO vs SARO
-7.4%
+127.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | +20.6% | -20.0% | +40.6% | +21.2% |
| 3M | -1.5% | -2.9% | +1.3% | -2.3% |
| 6M | +89.4% | -17.7% | +107.1% | +95.1% |
| YTD | +63.8% | -13.5% | +77.3% | +64.4% |
| 1Y | +119.7% | -9.7% | +129.4% | +115.7% |
| All | +119.7% | -7.4% | +127.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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