-35.5%
RBLX vs SFM
+228.5%
-264.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.0% | +4.7% |
| 7D | +10.2% | -5.8% | +16.0% | +11.4% |
| 30D | +18.6% | -11.4% | +30.0% | +21.0% |
| 3M | +6.0% | -12.2% | +18.2% | +7.8% |
| 6M | -29.5% | -5.2% | -24.3% | -29.8% |
| YTD | -44.7% | -4.5% | -40.2% | -45.1% |
| 1Y | -65.1% | -45.4% | -19.7% | -61.4% |
| 3Y | +54.5% | +91.1% | -36.6% | +46.8% |
| 5Y | -46.3% | +226.8% | -273.1% | -50.1% |
| All | -35.5% | +228.5% | -264.0% | -40.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling