+113.7%
COIN vs SIMO
+443.5%
-329.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | -10.6% | +12.5% | -23.1% | -13.4% |
| 30D | +16.0% | +18.4% | -2.5% | +10.2% |
| 3M | +11.9% | +5.6% | +6.3% | +5.8% |
| 6M | -12.3% | +116.9% | -129.3% | -41.2% |
| YTD | -23.8% | +188.4% | -212.2% | -58.4% |
| 1Y | -45.4% | +221.3% | -266.6% | -72.1% |
| All | +113.7% | +443.5% | -329.8% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling