+301.0%
TWLO vs SMTC
+548.2%
-247.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.2% |
| 7D | -2.4% | +13.1% | -15.5% | -6.5% |
| 30D | -7.8% | +19.5% | -27.3% | -14.4% |
| 3M | +10.0% | +2.2% | +7.8% | +4.2% |
| 6M | +79.5% | +94.9% | -15.4% | +31.8% |
| YTD | +59.8% | +127.0% | -67.1% | +9.9% |
| 1Y | +121.7% | +174.6% | -52.9% | +39.0% |
| 3Y | +240.8% | +615.9% | -375.1% | +11.0% |
| 5Y | -33.6% | +125.6% | -159.2% | -62.9% |
| All | +301.0% | +548.2% | -247.2% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling