+637.1%
TWLO vs SIMO
+404.1%
+233.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -2.7% |
| 7D | +5.6% | +14.9% | -9.3% | +1.8% |
| 30D | -24.6% | -27.0% | +2.4% | -19.0% |
| 3M | -14.0% | -25.4% | +11.4% | -10.0% |
| 6M | +10.1% | -30.3% | +40.3% | +11.2% |
| YTD | +49.2% | +95.8% | -46.6% | +0.9% |
| 1Y | +65.2% | +100.0% | -34.8% | +10.6% |
| 3Y | +260.7% | +238.3% | +22.4% | +89.6% |
| 5Y | -30.2% | +187.6% | -217.8% | -63.1% |
| 10Y | +572.4% | +422.5% | +149.9% | +150.8% |
| All | +637.1% | +404.1% | +233.0% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling