+709.2%
TWLO vs SBAC
+100.7%
+608.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.7% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +20.6% | +6.9% | +13.7% | +17.6% |
| 3M | -1.5% | -8.2% | +6.7% | +1.3% |
| 6M | +89.4% | -1.6% | +91.1% | +86.1% |
| YTD | +63.8% | -0.1% | +63.9% | +58.9% |
| 1Y | +119.7% | -0.5% | +120.2% | +112.7% |
| 3Y | +256.1% | -9.1% | +265.2% | +243.5% |
| 5Y | -36.6% | -43.8% | +7.2% | -22.2% |
| 10Y | +304.3% | +80.5% | +223.8% | +170.5% |
| All | +709.2% | +100.7% | +608.6% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling