+650.8%
TWLO vs SNAP
-77.2%
+728.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.0% |
| 7D | -2.0% | +0.7% | -2.8% | -2.2% |
| 30D | +20.6% | +2.6% | +18.0% | +19.3% |
| 3M | -1.5% | -9.9% | +8.3% | -0.1% |
| 6M | +89.4% | +1.9% | +87.6% | +84.5% |
| YTD | +63.8% | -32.2% | +96.0% | +78.0% |
| 1Y | +119.7% | -22.8% | +142.6% | +129.6% |
| 3Y | +256.1% | -47.6% | +303.7% | +267.2% |
| 5Y | -36.6% | -92.7% | +56.2% | -5.3% |
| All | +650.8% | -77.2% | +728.0% | +576.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling