-27.8%
COIN vs SNY
+9.4%
-37.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -3.3% | -1.8% | -4.3% |
| 30D | +17.6% | -2.2% | +19.7% | +18.2% |
| 3M | +9.2% | -3.0% | +12.3% | +9.9% |
| 6M | -11.8% | +2.7% | -14.5% | -12.6% |
| YTD | -22.5% | -6.8% | -15.7% | -21.5% |
| 1Y | -45.9% | -5.3% | -40.6% | -45.4% |
| 3Y | +117.4% | -9.8% | +127.2% | +116.7% |
| All | -27.8% | +9.4% | -37.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling