+301.0%
TWLO vs SPXS
-99.6%
+400.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -2.8% |
| 7D | -2.4% | +2.5% | -4.9% | -1.3% |
| 30D | -7.8% | +4.2% | -12.0% | -5.7% |
| 3M | +10.0% | -9.3% | +19.3% | +6.1% |
| 6M | +79.5% | -30.7% | +110.2% | +54.9% |
| YTD | +59.8% | -28.1% | +87.9% | +41.5% |
| 1Y | +121.7% | -35.1% | +156.7% | +90.0% |
| 3Y | +240.8% | -79.6% | +320.4% | +97.3% |
| 5Y | -33.6% | -86.3% | +52.7% | -58.0% |
| All | +301.0% | -99.6% | +400.5% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling