+119.7%
TWLO vs SMTC
+154.8%
-35.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.2% | -12.3% | -3.7% |
| 7D | -2.0% | +12.7% | -14.8% | -2.8% |
| 30D | +20.6% | +22.0% | -1.4% | +18.4% |
| 3M | -1.5% | -12.7% | +11.1% | -0.9% |
| 6M | +89.4% | +64.8% | +24.7% | +74.7% |
| YTD | +63.8% | +100.7% | -36.9% | +50.2% |
| 1Y | +119.7% | +146.9% | -27.2% | +107.2% |
| All | +119.7% | +154.8% | -35.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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 · 6 months rolling