-57.2%
COIN vs SITM
+27.0%
-84.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -12.0% | +2.3% | -8.3% |
| 7D | -14.8% | -27.3% | +12.5% | -11.9% |
| 30D | -26.3% | -50.1% | +23.7% | -21.4% |
| 3M | -8.7% | -34.6% | +25.9% | -5.6% |
| 6M | -30.8% | -40.5% | +9.7% | -27.8% |
| YTD | -39.5% | +0.5% | -40.0% | -39.7% |
| 1Y | -57.2% | +27.2% | -84.4% | -58.6% |
| All | -57.2% | +27.0% | -84.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling