-50.7%
COIN vs SM
+70.4%
-121.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.3% | +19.5% | +2.5% |
| 7D | -6.7% | -21.5% | +14.8% | -8.7% |
| 30D | -19.5% | -11.4% | -8.1% | -20.4% |
| 3M | +0.5% | +0.6% | -0.1% | +0.5% |
| 6M | -25.4% | +0.2% | -25.6% | -25.3% |
| YTD | -33.0% | +69.7% | -102.7% | -42.4% |
| 1Y | -50.7% | +71.6% | -122.3% | -57.6% |
| All | -50.7% | +70.4% | -121.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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