+595.4%
TWLO vs SIMO
+453.3%
+142.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | +0.3% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | -22.4% | -25.4% | +3.0% | -17.1% |
| 3M | -14.2% | -17.8% | +3.5% | -12.8% |
| 6M | +10.5% | -29.6% | +40.1% | +11.4% |
| YTD | +54.3% | +100.3% | -46.0% | +4.2% |
| 1Y | +68.0% | +100.4% | -32.4% | +13.2% |
| 3Y | +273.0% | +246.1% | +26.9% | +96.2% |
| 5Y | -26.3% | +189.8% | -216.2% | -60.8% |
| 10Y | +595.4% | +434.6% | +160.8% | +163.5% |
| All | +595.4% | +453.3% | +142.1% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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