+246.5%
TWLO vs SBAC
-11.3%
+257.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.6% | +1.9% |
| 7D | -3.9% | -5.3% | +1.4% | -3.6% |
| 30D | -9.7% | +0.4% | -10.1% | -9.7% |
| 3M | +11.6% | -11.9% | +23.5% | +12.5% |
| 6M | +84.7% | -4.5% | +89.2% | +84.2% |
| YTD | +62.5% | -4.3% | +66.8% | +61.8% |
| 1Y | +121.7% | -3.9% | +125.6% | +120.6% |
| All | +246.5% | -11.3% | +257.8% | +242.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling