+119.7%
TWLO vs SNAP
-24.3%
+144.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.7% |
| 7D | -2.0% | +0.7% | -2.8% | -2.3% |
| 30D | +20.6% | +2.6% | +18.0% | +18.8% |
| 3M | -1.5% | -9.9% | +8.3% | +1.6% |
| 6M | +89.4% | +1.9% | +87.6% | +85.7% |
| YTD | +63.8% | -32.2% | +96.0% | +92.6% |
| 1Y | +119.7% | -22.8% | +142.6% | +147.7% |
| All | +119.7% | -24.3% | +144.1% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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