-46.6%
COIN vs SITM
+543.4%
-590.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -0.4% |
| 7D | -5.1% | +3.9% | -8.9% | -6.5% |
| 30D | +17.6% | -6.6% | +24.2% | +19.5% |
| 3M | +9.2% | -11.9% | +21.1% | +8.7% |
| 6M | -11.8% | +81.1% | -92.9% | -37.8% |
| YTD | -22.5% | +80.0% | -102.5% | -47.6% |
| 1Y | -45.9% | +145.8% | -191.7% | -69.4% |
| 3Y | +117.4% | +475.9% | -358.5% | -29.5% |
| 5Y | -29.4% | +189.2% | -218.6% | -71.9% |
| All | -46.6% | +543.4% | -590.0% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling