-45.5%
COIN vs SNAP
-91.5%
+46.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +1.2% | +1.5% | -0.3% | +0.6% |
| 30D | +16.5% | +1.9% | +14.6% | +15.1% |
| 3M | +10.4% | -3.9% | +14.3% | +10.6% |
| 6M | -9.3% | +5.2% | -14.5% | -13.6% |
| YTD | -20.9% | -32.7% | +11.8% | -9.8% |
| 1Y | -40.8% | -24.8% | -16.0% | -35.8% |
| 3Y | +118.0% | -42.2% | +160.2% | +126.6% |
| 5Y | -30.7% | -92.7% | +62.0% | +11.3% |
| All | -45.5% | -91.5% | +46.0% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling