-45.5%
COIN vs SIMO
+349.7%
-395.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.3% | -4.9% |
| 7D | +1.2% | +14.6% | -13.4% | -3.4% |
| 30D | +16.5% | +6.2% | +10.3% | +13.1% |
| 3M | +10.4% | +3.6% | +6.8% | +4.0% |
| 6M | -9.3% | +130.8% | -140.1% | -42.5% |
| YTD | -20.9% | +195.8% | -216.6% | -56.9% |
| 1Y | -40.8% | +225.0% | -265.8% | -69.2% |
| 3Y | +118.0% | +452.3% | -334.3% | -13.4% |
| 5Y | -30.7% | +303.6% | -334.3% | -69.1% |
| All | -45.5% | +349.7% | -395.1% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling