-30.6%
TWLO vs SBAC
-39.6%
+9.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | -22.1% | +5.5% | -27.6% | -23.6% |
| 3M | -15.3% | +3.1% | -18.4% | -16.5% |
| 6M | +9.7% | -7.0% | +16.7% | +11.4% |
| YTD | +48.5% | +0.5% | +48.0% | +43.8% |
| 1Y | +70.3% | +0.2% | +70.1% | +65.1% |
| 3Y | +261.4% | -7.4% | +268.8% | +243.3% |
| All | -30.6% | -39.6% | +9.0% | -12.5% |
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