-47.5%
COIN vs SNPS
+51.5%
-99.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.2% |
| 7D | -10.6% | -4.6% | -6.0% | -7.4% |
| 30D | +16.0% | -3.3% | +19.3% | +18.1% |
| 3M | +11.9% | -13.8% | +25.7% | +23.3% |
| 6M | -12.3% | -8.2% | -4.1% | -9.4% |
| YTD | -23.8% | -15.4% | -8.4% | -16.2% |
| 1Y | -45.4% | +2.4% | -47.8% | -49.7% |
| 3Y | +109.9% | -13.5% | +123.4% | +73.5% |
| 5Y | -30.6% | +19.5% | -50.1% | -60.7% |
| All | -47.5% | +51.5% | -99.1% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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