-52.6%
COIN vs SITM
+44.3%
-96.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.5% | +5.1% |
| 7D | -6.7% | -19.5% | +12.9% | -4.7% |
| 30D | -19.5% | -43.2% | +23.7% | -15.4% |
| 3M | +0.5% | -30.8% | +31.3% | +3.2% |
| 6M | -25.4% | -28.6% | +3.2% | -23.7% |
| YTD | -33.0% | +14.2% | -47.2% | -34.2% |
| All | -52.6% | +44.3% | -96.8% | -54.8% |
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