+305.7%
TWLO vs SIMO
+548.4%
-242.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | +0.2% | +14.5% | -14.3% | -3.6% |
| 30D | -9.1% | +20.4% | -29.6% | -14.4% |
| 3M | +11.0% | +7.1% | +3.9% | +3.7% |
| 6M | +79.4% | +129.2% | -49.9% | +24.8% |
| YTD | +59.7% | +201.9% | -142.2% | -1.3% |
| 1Y | +112.3% | +235.5% | -123.2% | +25.3% |
| 3Y | +247.0% | +463.8% | -216.9% | +61.9% |
| 5Y | -35.6% | +306.7% | -342.3% | -67.7% |
| 10Y | +305.7% | +579.5% | -273.8% | +51.9% |
| All | +305.7% | +548.4% | -242.7% | +51.9% |
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