+246.5%
TWLO vs SRE
+29.3%
+217.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | -9.7% | -1.7% | -8.0% | -9.5% |
| 3M | +11.6% | -7.1% | +18.7% | +13.1% |
| 6M | +84.7% | -8.4% | +93.1% | +87.2% |
| YTD | +62.5% | -3.5% | +66.0% | +61.7% |
| 1Y | +121.7% | +5.4% | +116.3% | +113.3% |
| All | +246.5% | +29.3% | +217.2% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling