+232.4%
TWLO vs SN
+673.1%
-440.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.8% | +3.5% | -0.7% | +2.1% |
| 30D | -22.4% | +19.4% | -41.8% | -25.2% |
| 3M | -14.2% | +20.9% | -35.2% | -17.8% |
| 6M | +10.5% | +111.1% | -100.6% | -5.4% |
| YTD | +54.3% | +102.8% | -48.5% | +32.1% |
| 1Y | +68.0% | +146.2% | -78.2% | +37.6% |
| 3Y | +273.0% | +441.4% | -168.4% | +164.0% |
| All | +232.4% | +673.1% | -440.7% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling