-57.2%
COIN vs SCHG
+0.2%
-57.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -5.5% | -4.2% | +3.4% |
| 7D | -14.8% | -6.8% | -8.0% | +1.5% |
| 30D | -26.3% | -11.2% | -15.2% | -1.2% |
| 3M | -8.7% | -7.4% | -1.4% | +11.3% |
| 6M | -30.8% | -1.0% | -29.8% | -28.0% |
| YTD | -39.5% | +0.9% | -40.4% | -39.8% |
| 1Y | -57.2% | -0.2% | -57.0% | -55.8% |
| All | -57.2% | +0.2% | -57.3% | -55.8% |
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