-57.2%
COIN vs SARO
-6.5%
-50.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.6% | -8.1% | -9.0% |
| 7D | -14.8% | +6.3% | -21.1% | -17.1% |
| 30D | -26.3% | +20.8% | -47.2% | -32.8% |
| 3M | -8.7% | -18.4% | +9.7% | +1.9% |
| 6M | -30.8% | +0.8% | -31.6% | -34.0% |
| YTD | -39.5% | -11.8% | -27.7% | -37.3% |
| 1Y | -57.2% | -7.3% | -49.9% | -58.1% |
| All | -57.2% | -6.5% | -50.6% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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