-30.6%
COIN vs SIMO
+287.2%
-317.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | 0.0% |
| 7D | -10.6% | +12.5% | -23.1% | -14.2% |
| 30D | +16.0% | +18.4% | -2.5% | +8.8% |
| 3M | +11.9% | +5.6% | +6.3% | +4.4% |
| 6M | -12.3% | +116.9% | -129.3% | -43.7% |
| YTD | -23.8% | +188.4% | -212.2% | -59.1% |
| 1Y | -45.4% | +221.3% | -266.6% | -72.2% |
| 3Y | +109.9% | +438.6% | -328.7% | -19.3% |
| 5Y | -30.6% | +287.9% | -318.5% | -69.2% |
| All | -30.6% | +287.2% | -317.8% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling