-27.8%
COIN vs SGI
+47.3%
-75.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | -5.1% | -4.5% | -0.6% | -1.6% |
| 30D | +17.6% | +4.2% | +13.4% | +13.5% |
| 3M | +9.2% | -7.4% | +16.7% | +14.2% |
| 6M | -11.8% | -15.1% | +3.3% | -3.6% |
| YTD | -22.5% | -24.7% | +2.2% | -7.7% |
| 1Y | -45.9% | -21.8% | -24.1% | -39.1% |
| 3Y | +117.4% | +50.0% | +67.3% | +27.1% |
| All | -27.8% | +47.3% | -75.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling