+77.7%
COIN vs SN
+447.8%
-370.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | -5.1% | -7.3% | +2.2% | -2.1% |
| 30D | +17.6% | -13.6% | +31.2% | +24.9% |
| 3M | +9.2% | +18.6% | -9.3% | +0.8% |
| 6M | -11.8% | +46.0% | -57.7% | -26.5% |
| YTD | -22.5% | +43.7% | -66.2% | -35.1% |
| 1Y | -45.9% | +39.2% | -85.1% | -54.3% |
| 3Y | +117.4% | +306.5% | -189.1% | +53.6% |
| All | +77.7% | +447.8% | -370.1% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling