+219.9%
TWLO vs SN
+671.3%
-451.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +4.5% | +1.5% | +3.0% | +4.2% |
| 30D | -22.1% | +21.5% | -43.6% | -25.3% |
| 3M | -15.3% | +20.0% | -35.4% | -18.7% |
| 6M | +9.7% | +119.9% | -110.3% | -6.9% |
| YTD | +48.5% | +102.3% | -53.8% | +27.2% |
| 1Y | +70.3% | +148.0% | -77.6% | +39.3% |
| 3Y | +261.4% | +450.0% | -188.6% | +155.6% |
| All | +219.9% | +671.3% | -451.4% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling