+264.1%
TWLO vs SIMO
+220.9%
+43.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +3.9% |
| 7D | +0.2% | -16.0% | +16.2% | +2.2% |
| 30D | -26.0% | -35.8% | +9.8% | -22.3% |
| 3M | -14.3% | -26.5% | +12.1% | -12.3% |
| 6M | +6.2% | -33.0% | +39.2% | +6.7% |
| YTD | +50.6% | +84.3% | -33.7% | +14.0% |
| 1Y | +64.0% | +82.0% | -18.0% | +24.4% |
| 3Y | +264.1% | +218.5% | +45.6% | +100.1% |
| All | +264.1% | +220.9% | +43.2% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling