-47.5%
COIN vs SFM
+164.6%
-212.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -10.6% | -8.8% | -1.8% | -8.3% |
| 30D | +16.0% | -14.5% | +30.4% | +20.6% |
| 3M | +11.9% | -16.8% | +28.7% | +16.8% |
| 6M | -12.3% | -5.3% | -7.0% | -13.2% |
| YTD | -23.8% | -9.4% | -14.4% | -23.8% |
| 1Y | -45.4% | -46.2% | +0.8% | -35.8% |
| 3Y | +109.9% | +81.3% | +28.6% | +62.8% |
| 5Y | -30.6% | +211.9% | -242.5% | -51.8% |
| All | -47.5% | +164.6% | -212.1% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling