+77.2%
COIN vs SN
+476.8%
-399.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.0% |
| 7D | -0.1% | -3.4% | +3.3% | +1.3% |
| 30D | +17.5% | -9.1% | +26.6% | +22.2% |
| 3M | +12.4% | +31.8% | -19.4% | -0.8% |
| 6M | -12.5% | +52.0% | -64.6% | -28.3% |
| YTD | -22.7% | +51.3% | -74.0% | -36.6% |
| 1Y | -45.2% | +46.9% | -92.1% | -54.7% |
| 3Y | +112.8% | +394.9% | -282.1% | +49.3% |
| All | +77.2% | +476.8% | -399.6% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling