+684.6%
TWLO vs SMTC
+567.3%
+117.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.0% | -13.0% | -6.2% |
| 7D | -1.2% | +22.9% | -24.2% | -8.0% |
| 30D | -6.4% | +16.6% | -23.0% | -12.7% |
| 3M | +6.3% | +2.4% | +3.9% | +0.4% |
| 6M | +76.4% | +98.3% | -21.8% | +28.0% |
| YTD | +58.8% | +120.7% | -61.9% | +9.6% |
| 1Y | +107.1% | +168.3% | -61.2% | +29.9% |
| 3Y | +245.0% | +571.7% | -326.7% | +13.0% |
| 5Y | -36.0% | +114.0% | -150.0% | -63.9% |
| 10Y | +293.2% | +497.0% | -203.8% | +1.2% |
| All | +684.6% | +567.3% | +117.3% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling