-35.6%
TWLO vs SNAP
-92.8%
+57.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +0.2% | -5.0% | +5.2% | +1.7% |
| 30D | -9.1% | -0.7% | -8.4% | -9.4% |
| 3M | +11.0% | -5.0% | +16.0% | +10.9% |
| 6M | +79.4% | +3.5% | +75.9% | +73.5% |
| YTD | +59.7% | -34.2% | +93.9% | +76.1% |
| 1Y | +112.3% | -27.1% | +139.4% | +126.2% |
| 3Y | +247.0% | -43.5% | +290.4% | +243.0% |
| 5Y | -35.6% | -92.9% | +57.3% | +1.7% |
| All | -35.6% | -92.8% | +57.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling