+684.6%
TWLO vs SPXS
-99.6%
+784.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -2.3% |
| 7D | -1.2% | -1.5% | +0.3% | -1.8% |
| 30D | -6.4% | +3.7% | -10.1% | -4.5% |
| 3M | +6.3% | -9.6% | +15.9% | +2.3% |
| 6M | +76.4% | -32.4% | +108.8% | +50.3% |
| YTD | +58.8% | -28.7% | +87.5% | +39.9% |
| 1Y | +107.1% | -38.1% | +145.2% | +73.1% |
| 3Y | +245.0% | -80.1% | +325.1% | +95.9% |
| 5Y | -36.0% | -85.9% | +49.9% | -59.3% |
| 10Y | +293.2% | -99.5% | +392.7% | -22.3% |
| All | +684.6% | -99.6% | +784.2% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling