+709.2%
TWLO vs SIMO
+617.3%
+91.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.7% | -11.8% | -5.4% |
| 7D | -2.0% | +4.2% | -6.2% | -3.3% |
| 30D | +20.6% | +4.1% | +16.5% | +17.3% |
| 3M | -1.5% | -12.9% | +11.3% | -2.5% |
| 6M | +89.4% | +110.3% | -20.9% | +34.7% |
| YTD | +63.8% | +178.6% | -114.8% | +3.4% |
| 1Y | +119.7% | +220.0% | -100.3% | +30.8% |
| 3Y | +256.1% | +409.0% | -152.9% | +71.0% |
| 5Y | -36.6% | +277.3% | -313.9% | -67.6% |
| 10Y | +304.3% | +506.6% | -202.3% | +54.0% |
| All | +709.2% | +617.3% | +91.9% | +187.3% |
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