+689.1%
TWLO vs SPXL
+1,292.7%
-603.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.9% |
| 30D | -9.1% | -5.0% | -4.2% | -6.8% |
| 3M | +11.0% | +7.6% | +3.4% | +6.4% |
| 6M | +79.4% | +33.6% | +45.8% | +53.8% |
| YTD | +59.7% | +28.1% | +31.6% | +39.3% |
| 1Y | +112.3% | +43.6% | +68.7% | +74.8% |
| 3Y | +247.0% | +225.8% | +21.1% | +81.0% |
| 5Y | -35.6% | +140.1% | -175.6% | -63.1% |
| 10Y | +305.7% | +1,248.4% | -942.7% | -29.7% |
| All | +689.1% | +1,292.7% | -603.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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