-34.5%
RBLX vs SBAC
-18.5%
-16.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.5% |
| 7D | +5.1% | -2.1% | +7.2% | +5.9% |
| 30D | +28.0% | +2.0% | +26.0% | +27.0% |
| 3M | +4.6% | -8.3% | +12.9% | +7.6% |
| 6M | -24.7% | +0.3% | -25.0% | -26.8% |
| YTD | -43.8% | -2.2% | -41.6% | -45.0% |
| 1Y | -65.8% | -4.6% | -61.1% | -66.1% |
| 3Y | +59.4% | -8.3% | +67.7% | +49.8% |
| 5Y | -48.2% | -42.8% | -5.4% | -29.6% |
| All | -34.5% | -18.5% | -16.0% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling