+709.2%
TWLO vs STLD
+1,063.0%
-353.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -2.0% | +3.1% | -5.2% | -2.9% |
| 30D | +20.6% | -9.0% | +29.6% | +23.5% |
| 3M | -1.5% | -12.4% | +10.8% | +1.4% |
| 6M | +89.4% | +25.5% | +63.9% | +76.4% |
| YTD | +63.8% | +43.6% | +20.2% | +45.9% |
| 1Y | +119.7% | +87.2% | +32.5% | +81.3% |
| 3Y | +256.1% | +135.2% | +120.9% | +170.9% |
| 5Y | -36.6% | +290.9% | -327.4% | -58.9% |
| 10Y | +304.3% | +1,113.5% | -809.1% | +71.9% |
| All | +709.2% | +1,063.0% | -353.7% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling