-46.6%
COIN vs SE
-57.1%
+10.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.5% |
| 7D | -5.1% | -5.2% | +0.1% | -2.3% |
| 30D | +17.6% | -17.1% | +34.7% | +29.8% |
| 3M | +9.2% | +24.0% | -14.7% | -4.7% |
| 6M | -11.8% | +21.0% | -32.7% | -23.5% |
| YTD | -22.5% | -16.7% | -5.8% | -19.0% |
| 1Y | -45.9% | -45.9% | 0.0% | -27.9% |
| 3Y | +117.4% | +177.8% | -60.4% | +4.3% |
| 5Y | -29.4% | -67.4% | +37.9% | -27.8% |
| All | -46.6% | -57.1% | +10.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling