+64.3%
TWLO vs SARO
-7.8%
+72.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | -15.9% | +15.8% | -31.6% | -15.1% |
| 30D | -29.0% | +22.2% | -51.2% | -28.3% |
| 3M | +10.0% | -16.2% | +26.2% | +9.7% |
| 6M | +12.6% | +4.6% | +8.0% | +9.8% |
| YTD | +50.1% | -10.4% | +60.5% | +50.4% |
| 1Y | +64.3% | -6.5% | +70.8% | +62.0% |
| All | +64.3% | -7.8% | +72.1% | +62.0% |
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