-46.6%
COIN vs SFM
+166.6%
-213.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | -5.1% | -10.6% | +5.5% | -2.1% |
| 30D | +17.6% | -15.5% | +33.1% | +22.7% |
| 3M | +9.2% | -17.4% | +26.7% | +14.2% |
| 6M | -11.8% | -3.4% | -8.3% | -13.1% |
| YTD | -22.5% | -8.7% | -13.8% | -22.7% |
| 1Y | -45.9% | -47.2% | +1.3% | -35.9% |
| 3Y | +117.4% | +82.7% | +34.7% | +68.2% |
| 5Y | -29.4% | +214.3% | -243.7% | -51.1% |
| All | -46.6% | +166.6% | -213.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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