-47.5%
COIN vs SAN
+406.3%
-453.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -10.6% | -2.8% | -7.8% | -8.7% |
| 30D | +16.0% | -0.5% | +16.5% | +16.5% |
| 3M | +11.9% | +22.7% | -10.8% | -3.4% |
| 6M | -12.3% | +28.8% | -41.1% | -27.6% |
| YTD | -23.8% | +26.3% | -50.1% | -36.2% |
| 1Y | -45.4% | +48.8% | -94.2% | -59.7% |
| 3Y | +109.9% | +347.2% | -237.3% | -33.3% |
| 5Y | -30.6% | +383.8% | -414.4% | -81.1% |
| All | -47.5% | +406.3% | -453.9% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling