-39.8%
COIN vs SPG
+21.3%
-61.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +3.4% | -2.4% | +5.7% | +4.0% |
| 30D | +23.2% | -6.8% | +30.0% | +25.6% |
| 3M | +12.5% | +2.7% | +9.8% | +9.7% |
| 6M | -11.6% | +5.5% | -17.1% | -16.5% |
| YTD | -18.4% | +15.7% | -34.1% | -23.0% |
| 1Y | -39.8% | +20.9% | -60.7% | -42.4% |
| All | -39.8% | +21.3% | -61.2% | -42.4% |
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