-35.9%
RBLX vs SMTC
+136.9%
-172.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +8.0% | +22.5% | -14.4% | +2.8% |
| 30D | +20.2% | +24.9% | -4.7% | +12.5% |
| 3M | +3.5% | +4.1% | -0.5% | -1.1% |
| 6M | -28.9% | +92.6% | -121.5% | -44.9% |
| YTD | -45.1% | +122.5% | -167.5% | -59.4% |
| 1Y | -66.2% | +166.2% | -232.4% | -76.6% |
| 3Y | +53.5% | +577.2% | -523.7% | -40.9% |
| 5Y | -48.4% | +119.0% | -167.4% | -56.6% |
| All | -35.9% | +136.9% | -172.8% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling