-50.7%
COIN vs SN
+156.5%
-207.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | 0.0% | +2.8% |
| 7D | -6.7% | +10.6% | -17.3% | -9.8% |
| 30D | -19.5% | +20.0% | -39.5% | -24.2% |
| 3M | +0.5% | +30.4% | -29.8% | -7.7% |
| 6M | -25.4% | +91.0% | -116.4% | -40.0% |
| YTD | -33.0% | +95.9% | -128.9% | -46.7% |
| 1Y | -50.7% | +158.9% | -209.6% | -65.4% |
| All | -50.7% | +156.5% | -207.2% | -65.4% |
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