+702.8%
TWLO vs SPMO
+539.4%
+163.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +3.8% |
| 7D | -3.9% | +0.1% | -4.0% | -4.2% |
| 30D | -9.7% | -0.7% | -9.0% | -9.4% |
| 3M | +11.6% | +2.8% | +8.8% | +4.2% |
| 6M | +84.7% | +24.4% | +60.2% | +34.9% |
| YTD | +62.5% | +24.2% | +38.3% | +18.7% |
| 1Y | +121.7% | +24.5% | +97.2% | +61.5% |
| 3Y | +253.0% | +155.6% | +97.4% | +2.8% |
| 5Y | -32.5% | +148.2% | -180.7% | -79.2% |
| 10Y | +312.7% | +514.8% | -202.1% | -46.1% |
| All | +702.8% | +539.4% | +163.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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