-50.7%
COIN vs SPG
+34.3%
-85.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.0% |
| 7D | -6.7% | +8.2% | -14.8% | -9.6% |
| 30D | -19.5% | +13.5% | -33.0% | -23.7% |
| 3M | +0.5% | +2.2% | -1.7% | -0.8% |
| 6M | -25.4% | +15.9% | -41.2% | -32.5% |
| YTD | -33.0% | +27.6% | -60.6% | -41.6% |
| 1Y | -50.7% | +30.9% | -81.6% | -57.3% |
| All | -50.7% | +34.3% | -85.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling