+263.1%
TWLO vs SFM
+25.7%
+237.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | +5.6% | -0.4% | +6.0% | +5.6% |
| 30D | -24.6% | -19.2% | -5.4% | -22.8% |
| 3M | -14.0% | -40.3% | +26.4% | -8.2% |
| 6M | +10.1% | -40.9% | +50.9% | +17.0% |
| YTD | +49.2% | -35.5% | +84.7% | +54.5% |
| 1Y | +65.2% | -37.4% | +102.7% | +71.9% |
| All | +263.1% | +25.7% | +237.5% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling