+113.7%
COIN vs SAP
+53.9%
+59.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.4% |
| 7D | -10.6% | -5.1% | -5.5% | -7.3% |
| 30D | +16.0% | -1.8% | +17.7% | +17.9% |
| 3M | +11.9% | +20.9% | -9.0% | -2.1% |
| 6M | -12.3% | +7.0% | -19.3% | -16.6% |
| YTD | -23.8% | -13.7% | -10.1% | -15.5% |
| 1Y | -45.4% | -19.6% | -25.8% | -35.4% |
| All | +113.7% | +53.9% | +59.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling