+64.3%
TWLO vs SNAP
-22.3%
+86.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -2.2% |
| 7D | -15.9% | -0.7% | -15.2% | -15.6% |
| 30D | -29.0% | +5.5% | -34.6% | -30.0% |
| 3M | +10.0% | +2.2% | +7.8% | +8.7% |
| 6M | +12.6% | -4.1% | +16.6% | +14.0% |
| YTD | +50.1% | -26.6% | +76.7% | +65.7% |
| 1Y | +64.3% | -20.7% | +85.0% | +79.8% |
| All | +64.3% | -22.3% | +86.6% | +79.8% |
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