+244.1%
TWLO vs SN
+476.8%
-232.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.3% |
| 7D | +0.2% | -3.4% | +3.6% | +0.9% |
| 30D | -9.1% | -9.1% | -0.1% | -7.3% |
| 3M | +11.0% | +31.8% | -20.8% | +5.1% |
| 6M | +79.4% | +52.0% | +27.3% | +63.9% |
| YTD | +59.7% | +51.3% | +8.4% | +45.6% |
| 1Y | +112.3% | +46.9% | +65.5% | +94.6% |
| 3Y | +247.0% | +394.9% | -148.0% | +159.3% |
| All | +244.1% | +476.8% | -232.7% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling