-47.5%
COIN vs SGI
+80.8%
-128.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.9% |
| 7D | -10.6% | -4.9% | -5.7% | -7.2% |
| 30D | +16.0% | +1.6% | +14.4% | +14.2% |
| 3M | +11.9% | -3.2% | +15.1% | +12.7% |
| 6M | -12.3% | -16.0% | +3.7% | -3.8% |
| YTD | -23.8% | -25.4% | +1.6% | -9.4% |
| 1Y | -45.4% | -21.6% | -23.8% | -39.0% |
| 3Y | +109.9% | +52.9% | +57.0% | +28.0% |
| 5Y | -30.6% | +47.5% | -78.1% | -67.1% |
| All | -47.5% | +80.8% | -128.3% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling