-46.2%
RBLX vs SFM
+213.6%
-259.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +5.1% | -10.6% | +15.7% | +7.2% |
| 30D | +28.0% | -15.5% | +43.5% | +31.8% |
| 3M | +4.6% | -17.4% | +22.1% | +7.8% |
| 6M | -24.7% | -3.4% | -21.2% | -25.5% |
| YTD | -43.8% | -8.7% | -35.2% | -43.8% |
| 1Y | -65.8% | -47.2% | -18.6% | -61.8% |
| 3Y | +59.4% | +82.7% | -23.4% | +54.0% |
| All | -46.2% | +213.6% | -259.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling