+117.4%
COIN vs SCHG
+86.3%
+31.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | -0.1% |
| 7D | -5.1% | -1.0% | -4.0% | -2.9% |
| 30D | +17.6% | -1.3% | +18.9% | +21.5% |
| 3M | +9.2% | +5.4% | +3.8% | -1.5% |
| 6M | -11.8% | +14.4% | -26.2% | -32.0% |
| YTD | -22.5% | +8.0% | -30.5% | -31.7% |
| 1Y | -45.9% | +12.7% | -58.6% | -55.5% |
| 3Y | +117.4% | +85.6% | +31.8% | -18.0% |
| All | +117.4% | +86.3% | +31.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling