+301.0%
TWLO vs SRE
+122.3%
+178.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -7.8% | -3.0% | -4.8% | -7.1% |
| 3M | +10.0% | -8.3% | +18.3% | +12.5% |
| 6M | +79.5% | -8.9% | +88.4% | +83.1% |
| YTD | +59.8% | -4.3% | +64.1% | +60.1% |
| 1Y | +121.7% | +2.7% | +118.9% | +116.4% |
| 3Y | +240.8% | +28.7% | +212.1% | +203.4% |
| 5Y | -33.6% | +47.1% | -80.7% | -43.5% |
| All | +301.0% | +122.3% | +178.6% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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