-46.6%
COIN vs SMTC
+140.5%
-187.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.3% |
| 7D | -5.1% | +13.1% | -18.2% | -10.0% |
| 30D | +17.6% | +19.5% | -1.9% | +7.1% |
| 3M | +9.2% | +2.2% | +7.0% | +2.2% |
| 6M | -11.8% | +94.9% | -106.6% | -40.3% |
| YTD | -22.5% | +127.0% | -149.5% | -51.8% |
| 1Y | -45.9% | +174.6% | -220.5% | -69.8% |
| 3Y | +117.4% | +615.9% | -498.5% | -46.7% |
| 5Y | -29.4% | +125.6% | -155.0% | -54.2% |
| All | -46.6% | +140.5% | -187.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling