-39.8%
COIN vs SITM
+174.8%
-214.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.5% | -10.7% | -4.9% |
| 7D | +3.4% | +9.7% | -6.4% | +2.2% |
| 30D | +23.2% | +12.7% | +10.5% | +20.5% |
| 3M | +12.5% | -13.4% | +25.9% | +13.0% |
| 6M | -11.6% | +59.6% | -71.2% | -19.9% |
| YTD | -18.4% | +73.3% | -91.7% | -27.1% |
| 1Y | -39.8% | +165.5% | -205.4% | -51.0% |
| All | -39.8% | +174.8% | -214.6% | -51.0% |
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