-32.5%
TWLO vs SGI
+45.9%
-78.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.2% |
| 7D | -3.9% | -4.9% | +1.0% | -1.6% |
| 30D | -9.7% | +1.6% | -11.3% | -10.7% |
| 3M | +11.6% | -3.2% | +14.8% | +11.8% |
| 6M | +84.7% | -16.0% | +100.7% | +94.1% |
| YTD | +62.5% | -25.4% | +87.9% | +80.6% |
| 1Y | +121.7% | -21.6% | +143.3% | +136.1% |
| 3Y | +253.0% | +52.9% | +200.1% | +136.9% |
| 5Y | -32.5% | +47.5% | -80.0% | -58.2% |
| All | -32.5% | +45.9% | -78.4% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling