-34.5%
RBLX vs SGI
+94.1%
-128.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +5.1% | -4.5% | +9.5% | +7.5% |
| 30D | +28.0% | +4.2% | +23.8% | +25.2% |
| 3M | +4.6% | -7.4% | +12.1% | +8.5% |
| 6M | -24.7% | -15.1% | -9.6% | -19.9% |
| YTD | -43.8% | -24.7% | -19.2% | -36.5% |
| 1Y | -65.8% | -21.8% | -44.0% | -62.4% |
| 3Y | +59.4% | +50.0% | +9.3% | +13.3% |
| 5Y | -48.2% | +48.9% | -97.2% | -70.9% |
| All | -34.5% | +94.1% | -128.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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