+70.3%
TWLO vs SIMO
+90.9%
-20.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.2% |
| 7D | +4.5% | +4.1% | +0.4% | +4.4% |
| 30D | -22.1% | -24.0% | +1.9% | -21.4% |
| 3M | -15.3% | -31.8% | +16.4% | -14.6% |
| 6M | +9.7% | -36.9% | +46.5% | +9.9% |
| YTD | +48.5% | +84.8% | -36.3% | +30.1% |
| 1Y | +70.3% | +99.0% | -28.6% | +46.3% |
| All | +70.3% | +90.9% | -20.5% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling