+293.2%
TWLO vs STLD
+1,072.4%
-779.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | -6.4% | -8.4% | +2.1% | -4.3% |
| 3M | +6.3% | -9.9% | +16.1% | +8.6% |
| 6M | +76.4% | +33.0% | +43.4% | +62.0% |
| YTD | +58.8% | +42.6% | +16.2% | +41.9% |
| 1Y | +107.1% | +80.8% | +26.3% | +72.7% |
| 3Y | +245.0% | +143.4% | +101.6% | +160.6% |
| 5Y | -36.0% | +293.4% | -329.4% | -58.4% |
| 10Y | +293.2% | +1,080.4% | -787.2% | +70.2% |
| All | +293.2% | +1,072.4% | -779.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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