+64.3%
TWLO vs SBAC
+2.4%
+61.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -6.0% | +0.5% |
| 7D | -15.9% | +5.8% | -21.7% | -15.4% |
| 30D | -29.0% | +20.8% | -49.8% | -27.9% |
| 3M | +10.0% | +4.8% | +5.3% | +11.1% |
| 6M | +12.6% | -9.1% | +21.7% | +13.1% |
| YTD | +50.1% | +3.1% | +47.0% | +50.0% |
| 1Y | +64.3% | +2.2% | +62.1% | +65.9% |
| All | +64.3% | +2.4% | +61.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling