-52.6%
RBLX vs SFM
-35.8%
-16.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +8.3% |
| 7D | -7.5% | -12.3% | +4.8% | -6.4% |
| 30D | +10.6% | -16.2% | +26.8% | +12.5% |
| 3M | +33.3% | -36.8% | +70.1% | +38.0% |
| 6M | +3.7% | -32.6% | +36.2% | +5.8% |
| YTD | -39.1% | -31.7% | -7.4% | -36.1% |
| 1Y | -52.6% | -35.0% | -17.6% | -49.8% |
| All | -52.6% | -35.8% | -16.8% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling