-39.8%
COIN vs SAN
+58.9%
-98.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.7% |
| 7D | +3.4% | +1.8% | +1.6% | +2.3% |
| 30D | +23.2% | +2.0% | +21.2% | +21.6% |
| 3M | +12.5% | +19.7% | -7.2% | +0.3% |
| 6M | -11.6% | +30.6% | -42.3% | -26.3% |
| YTD | -18.4% | +28.8% | -47.2% | -30.6% |
| 1Y | -39.8% | +57.8% | -97.6% | -50.1% |
| All | -39.8% | +58.9% | -98.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling