+644.9%
TWLO vs SNAP
-77.0%
+721.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.2% | +0.7% |
| 7D | -3.9% | -3.2% | -0.7% | -3.1% |
| 30D | -9.7% | +0.2% | -9.9% | -10.2% |
| 3M | +11.6% | +2.6% | +9.0% | +9.2% |
| 6M | +84.7% | +12.4% | +72.3% | +75.2% |
| YTD | +62.5% | -31.6% | +94.1% | +76.1% |
| 1Y | +121.7% | -21.7% | +143.4% | +130.7% |
| 3Y | +253.0% | -41.2% | +294.2% | +252.6% |
| 5Y | -32.5% | -92.6% | +60.1% | +0.3% |
| All | +644.9% | -77.0% | +721.9% | +569.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling