-32.5%
TWLO vs SBAC
-45.4%
+12.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.6% | +2.6% |
| 7D | -3.9% | -5.3% | +1.4% | -2.3% |
| 30D | -9.7% | +0.4% | -10.1% | -9.8% |
| 3M | +11.6% | -11.9% | +23.5% | +15.8% |
| 6M | +84.7% | -4.5% | +89.2% | +83.7% |
| YTD | +62.5% | -4.3% | +66.8% | +60.7% |
| 1Y | +121.7% | -3.9% | +125.6% | +118.1% |
| 3Y | +253.0% | -11.0% | +264.0% | +240.1% |
| 5Y | -32.5% | -44.1% | +11.6% | -13.9% |
| All | -32.5% | -45.4% | +12.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling