-45.9%
COIN vs SBAC
-2.5%
-43.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.6% |
| 7D | -5.1% | -2.1% | -3.0% | -5.0% |
| 30D | +17.6% | +2.0% | +15.6% | +17.5% |
| 3M | +9.2% | -8.3% | +17.5% | +9.3% |
| 6M | -11.8% | +0.3% | -12.1% | -12.4% |
| YTD | -22.5% | -2.2% | -20.3% | -23.6% |
| 1Y | -45.9% | -4.6% | -41.3% | -42.5% |
| All | -45.9% | -2.5% | -43.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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