+261.4%
TWLO vs SBAC
-6.5%
+268.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.5% |
| 7D | +4.5% | +0.6% | +3.9% | +4.6% |
| 30D | -22.1% | +5.5% | -27.6% | -22.1% |
| 3M | -15.3% | +3.1% | -18.4% | -15.1% |
| 6M | +9.7% | -7.0% | +16.7% | +10.3% |
| YTD | +48.5% | +0.5% | +48.0% | +48.1% |
| 1Y | +70.3% | +0.2% | +70.1% | +70.0% |
| 3Y | +261.4% | -7.4% | +268.8% | +265.2% |
| All | +261.4% | -6.5% | +268.0% | +265.2% |
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