-47.5%
COIN vs SMTC
+128.8%
-176.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.2% |
| 7D | -10.6% | +17.5% | -28.1% | -16.8% |
| 30D | +16.0% | +21.3% | -5.4% | +4.8% |
| 3M | +11.9% | +3.1% | +8.7% | +4.1% |
| 6M | -12.3% | +81.7% | -94.0% | -39.0% |
| YTD | -23.8% | +115.9% | -139.8% | -51.6% |
| 1Y | -45.4% | +157.8% | -203.2% | -68.7% |
| 3Y | +109.9% | +557.3% | -447.4% | -46.1% |
| 5Y | -30.6% | +114.7% | -145.3% | -54.1% |
| All | -47.5% | +128.8% | -176.4% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling