+709.2%
TWLO vs SFM
+266.8%
+442.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.4% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +20.6% | -4.4% | +24.9% | +20.9% |
| 3M | -1.5% | +1.5% | -3.1% | -2.2% |
| 6M | +89.4% | +6.5% | +83.0% | +86.3% |
| YTD | +63.8% | +2.2% | +61.6% | +61.5% |
| 1Y | +119.7% | -41.9% | +161.6% | +131.7% |
| 3Y | +256.1% | +106.8% | +149.4% | +230.9% |
| 5Y | -36.6% | +231.6% | -268.1% | -43.6% |
| 10Y | +304.3% | +258.4% | +45.9% | +266.8% |
| All | +709.2% | +266.8% | +442.4% | +564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling