+301.0%
TWLO vs SGI
+270.1%
+30.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.4% | -4.5% | +2.0% | -0.9% |
| 30D | -7.8% | +4.2% | -12.0% | -9.4% |
| 3M | +10.0% | -7.4% | +17.5% | +12.2% |
| 6M | +79.5% | -15.1% | +94.5% | +85.4% |
| YTD | +59.8% | -24.7% | +84.5% | +71.6% |
| 1Y | +121.7% | -21.8% | +143.4% | +133.0% |
| 3Y | +240.8% | +50.0% | +190.8% | +176.3% |
| 5Y | -33.6% | +48.9% | -82.5% | -48.4% |
| All | +301.0% | +270.1% | +30.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling