-27.8%
COIN vs SBAC
-43.5%
+15.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.7% |
| 7D | -5.1% | -2.1% | -3.0% | -4.1% |
| 30D | +17.6% | +2.0% | +15.6% | +16.6% |
| 3M | +9.2% | -8.3% | +17.5% | +13.2% |
| 6M | -11.8% | +0.3% | -12.1% | -14.3% |
| YTD | -22.5% | -2.2% | -20.3% | -24.3% |
| 1Y | -45.9% | -4.6% | -41.3% | -46.5% |
| 3Y | +117.4% | -8.3% | +125.7% | +96.6% |
| All | -27.8% | -43.5% | +15.7% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling