-12.5%
COIN vs SN
+55.5%
-68.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.5% |
| 7D | -0.1% | -3.4% | +3.3% | +0.7% |
| 30D | +17.5% | -9.1% | +26.6% | +20.6% |
| 3M | +12.4% | +31.8% | -19.4% | +5.6% |
| 6M | -12.5% | +52.0% | -64.6% | -21.1% |
| All | -12.5% | +55.5% | -68.0% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling