+79.5%
TWLO vs SARO
-14.9%
+94.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.4% |
| 7D | -2.4% | -3.1% | +0.7% | -2.8% |
| 30D | -7.8% | -12.2% | +4.4% | -9.9% |
| 3M | +10.0% | -7.4% | +17.4% | +8.7% |
| 6M | +79.5% | -15.3% | +94.7% | +79.8% |
| All | +79.5% | -14.9% | +94.4% | +79.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling