-7.7%
TWLO vs SKDD
-36.8%
+29.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +28.6% | -34.5% | -4.5% |
| 7D | -16.9% | +60.6% | -77.5% | -15.0% |
| 30D | -28.3% | +76.2% | -104.6% | -28.1% |
| 3M | +4.0% | -4.6% | +8.6% | +7.2% |
| All | -7.7% | -36.8% | +29.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling