+64.3%
TWLO vs SCCO
+43.0%
+21.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.2% |
| 7D | -15.9% | -7.9% | -8.0% | -15.5% |
| 30D | -29.0% | -13.0% | -16.1% | -28.8% |
| 3M | +10.0% | -6.9% | +16.9% | +10.7% |
| 6M | +12.6% | +11.0% | +1.6% | +15.1% |
| YTD | +50.1% | +30.3% | +19.8% | +48.1% |
| 1Y | +64.3% | +45.0% | +19.3% | +53.5% |
| All | +64.3% | +43.0% | +21.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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