+64.3%
TWLO vs SN
+156.5%
-92.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.8% |
| 7D | -15.9% | +10.6% | -26.5% | -17.3% |
| 30D | -29.0% | +20.0% | -49.1% | -31.2% |
| 3M | +10.0% | +30.4% | -20.3% | +5.9% |
| 6M | +12.6% | +91.0% | -78.4% | +4.9% |
| YTD | +50.1% | +95.9% | -45.8% | +38.0% |
| 1Y | +64.3% | +158.9% | -94.6% | +46.0% |
| All | +64.3% | +156.5% | -92.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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