-46.6%
COIN vs SNAP
-91.1%
+44.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.6% |
| 7D | -5.1% | +3.8% | -8.9% | -6.5% |
| 30D | +17.6% | +9.2% | +8.4% | +13.1% |
| 3M | +9.2% | +6.6% | +2.7% | +5.0% |
| 6M | -11.8% | +16.9% | -28.6% | -19.4% |
| YTD | -22.5% | -29.6% | +7.1% | -13.3% |
| 1Y | -45.9% | -22.1% | -23.8% | -42.2% |
| 3Y | +117.4% | -39.8% | +157.2% | +122.3% |
| 5Y | -29.4% | -92.4% | +63.0% | +11.4% |
| All | -46.6% | -91.1% | +44.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling