-46.8%
COIN vs SAP
+66.4%
-113.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -1.3% |
| 7D | -0.1% | -0.3% | +0.1% | +0.4% |
| 30D | +17.5% | +0.3% | +17.2% | +17.8% |
| 3M | +12.4% | +16.9% | -4.5% | -4.9% |
| 6M | -12.5% | +6.3% | -18.9% | -19.8% |
| YTD | -22.7% | -12.4% | -10.3% | -15.3% |
| 1Y | -45.2% | -21.6% | -23.6% | -31.9% |
| 3Y | +112.8% | +54.8% | +58.1% | +6.4% |
| 5Y | -31.9% | +56.2% | -88.0% | -73.7% |
| All | -46.8% | +66.4% | -113.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling