-32.3%
TWLO vs SIRI
-41.5%
+9.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -7.8% | +2.5% | -10.3% | -8.2% |
| 3M | +10.0% | +6.6% | +3.4% | +8.6% |
| 6M | +79.5% | +32.9% | +46.6% | +70.3% |
| YTD | +59.8% | +50.5% | +9.4% | +48.0% |
| 1Y | +121.7% | +28.0% | +93.7% | +110.2% |
| 3Y | +240.8% | -22.4% | +263.2% | +238.9% |
| All | -32.3% | -41.5% | +9.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling