+55.9%
RBLX vs SFM
+83.0%
-27.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | +0.3% |
| 7D | +8.0% | -7.2% | +15.2% | +9.9% |
| 30D | +20.2% | -14.3% | +34.5% | +24.5% |
| 3M | +3.5% | -13.7% | +17.3% | +6.4% |
| 6M | -28.9% | -6.0% | -22.9% | -29.6% |
| YTD | -45.1% | -8.2% | -36.8% | -45.2% |
| 1Y | -66.2% | -46.2% | -20.0% | -60.2% |
| All | +55.9% | +83.0% | -27.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling