+117.4%
COIN vs SBAC
-9.4%
+126.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.6% |
| 3M | +9.2% | -8.3% | +17.5% | +9.4% |
| 6M | -11.8% | +0.3% | -12.1% | -11.9% |
| YTD | -22.5% | -2.2% | -20.3% | -22.7% |
| 1Y | -45.9% | -4.6% | -41.3% | -45.9% |
| 3Y | +117.4% | -8.3% | +125.7% | +122.4% |
| All | +117.4% | -9.4% | +126.7% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling