-39.8%
COIN vs SN
+46.4%
-86.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.9% |
| 7D | +3.4% | -9.3% | +12.7% | +6.5% |
| 30D | +23.2% | -4.8% | +28.0% | +25.2% |
| 3M | +12.5% | +40.4% | -27.9% | +1.0% |
| 6M | -11.6% | +50.9% | -62.6% | -23.3% |
| YTD | -18.4% | +54.9% | -73.3% | -29.3% |
| 1Y | -39.8% | +43.0% | -82.8% | -33.6% |
| All | -39.8% | +46.4% | -86.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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