-39.8%
COIN vs SCHG
+16.6%
-56.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -2.0% |
| 7D | +3.4% | -0.7% | +4.1% | +5.5% |
| 30D | +23.2% | +0.2% | +23.0% | +23.3% |
| 3M | +12.5% | +2.2% | +10.3% | +7.8% |
| 6M | -11.6% | +15.0% | -26.6% | -36.6% |
| YTD | -18.4% | +9.2% | -27.5% | -32.7% |
| 1Y | -39.8% | +15.7% | -55.5% | -57.9% |
| All | -39.8% | +16.6% | -56.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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