-47.5%
COIN vs SNOW
+37.4%
-84.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -10.6% | -7.5% | -3.1% | -6.4% |
| 30D | +16.0% | -1.3% | +17.3% | +16.8% |
| 3M | +11.9% | +37.4% | -25.5% | -7.4% |
| 6M | -12.3% | +88.1% | -100.4% | -44.1% |
| YTD | -23.8% | +50.3% | -74.1% | -44.2% |
| 1Y | -45.4% | +46.0% | -91.4% | -59.4% |
| 3Y | +109.9% | +98.7% | +11.2% | +12.9% |
| 5Y | -30.6% | +3.5% | -34.1% | -53.2% |
| All | -47.5% | +37.4% | -84.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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