+702.8%
TWLO vs SHAK
+66.6%
+636.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | -3.9% | -11.0% | +7.1% | -0.4% |
| 30D | -9.7% | -14.0% | +4.3% | -5.6% |
| 3M | +11.6% | +13.3% | -1.6% | +5.8% |
| 6M | +84.7% | -35.3% | +120.0% | +102.3% |
| YTD | +62.5% | -24.0% | +86.5% | +66.2% |
| 1Y | +121.7% | -36.7% | +158.4% | +141.0% |
| 3Y | +253.0% | -5.4% | +258.3% | +203.0% |
| 5Y | -32.5% | -24.9% | -7.6% | -39.6% |
| 10Y | +312.7% | +79.6% | +233.1% | +143.4% |
| All | +702.8% | +66.6% | +636.2% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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