-34.5%
RBLX vs SMTC
+141.7%
-176.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.2% |
| 7D | +5.1% | +13.1% | -8.0% | +1.9% |
| 30D | +28.0% | +19.5% | +8.6% | +21.3% |
| 3M | +4.6% | +2.2% | +2.4% | +0.4% |
| 6M | -24.7% | +94.9% | -119.5% | -41.7% |
| YTD | -43.8% | +127.0% | -170.8% | -58.7% |
| 1Y | -65.8% | +174.6% | -240.3% | -76.5% |
| 3Y | +59.4% | +615.9% | -556.6% | -40.2% |
| 5Y | -48.2% | +125.6% | -173.8% | -56.9% |
| All | -34.5% | +141.7% | -176.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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