-32.5%
TWLO vs SYF
+78.7%
-111.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.0% |
| 7D | -3.9% | -5.5% | +1.6% | -1.1% |
| 30D | -9.7% | -3.9% | -5.8% | -8.0% |
| 3M | +11.6% | +8.9% | +2.7% | +5.6% |
| 6M | +84.7% | +16.2% | +68.5% | +67.4% |
| YTD | +62.5% | -8.4% | +70.9% | +66.0% |
| 1Y | +121.7% | +2.6% | +119.1% | +112.4% |
| 3Y | +253.0% | +156.4% | +96.6% | +82.9% |
| 5Y | -32.5% | +78.2% | -110.7% | -61.7% |
| All | -32.5% | +78.7% | -111.2% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 5y: compounded portfolio wealth divided by compounded SYF 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…
5y analysis · Full analysis span regression · 6 months rolling