-35.9%
RBLX vs SGI
+98.4%
-134.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +8.0% | +0.6% | +7.4% | +7.7% |
| 30D | +20.2% | +5.5% | +14.6% | +16.8% |
| 3M | +3.5% | -3.6% | +7.1% | +5.2% |
| 6M | -28.9% | -15.0% | -13.9% | -24.3% |
| YTD | -45.1% | -23.0% | -22.0% | -38.5% |
| 1Y | -66.2% | -18.4% | -47.8% | -63.7% |
| 3Y | +53.5% | +57.8% | -4.3% | +5.8% |
| 5Y | -48.4% | +51.5% | -99.9% | -71.3% |
| All | -35.9% | +98.4% | -134.3% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling