-46.6%
COIN vs SIMO
+370.2%
-416.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | -0.5% |
| 7D | -5.1% | +11.0% | -16.1% | -8.2% |
| 30D | +17.6% | +17.9% | -0.3% | +10.7% |
| 3M | +9.2% | +3.9% | +5.3% | +3.0% |
| 6M | -11.8% | +131.0% | -142.8% | -43.7% |
| YTD | -22.5% | +209.3% | -231.8% | -58.4% |
| 1Y | -45.9% | +223.8% | -269.7% | -71.6% |
| 3Y | +117.4% | +479.2% | -361.8% | -15.0% |
| 5Y | -29.4% | +316.0% | -345.4% | -68.9% |
| All | -46.6% | +370.2% | -416.9% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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