+121.7%
TWLO vs SNAP
-19.8%
+141.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.6% |
| 7D | -2.4% | +3.8% | -6.3% | -3.7% |
| 30D | -7.8% | +9.2% | -17.0% | -11.3% |
| 3M | +10.0% | +6.6% | +3.5% | +5.7% |
| 6M | +79.5% | +16.9% | +62.6% | +65.8% |
| YTD | +59.8% | -29.6% | +89.5% | +86.2% |
| 1Y | +121.7% | -22.1% | +143.8% | +151.5% |
| All | +121.7% | -19.8% | +141.4% | +151.5% |
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