-27.8%
COIN vs SO
+57.0%
-84.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -5.1% | -1.1% | -4.0% | -5.0% |
| 30D | +17.6% | -5.0% | +22.6% | +17.8% |
| 3M | +9.2% | -5.8% | +15.0% | +9.4% |
| 6M | -11.8% | -7.9% | -3.8% | -11.5% |
| YTD | -22.5% | +2.4% | -24.9% | -23.0% |
| 1Y | -45.9% | -2.3% | -43.6% | -46.1% |
| 3Y | +117.4% | +41.9% | +75.5% | +85.1% |
| All | -27.8% | +57.0% | -84.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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