-27.8%
COIN vs SPXS
-86.0%
+58.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | -0.5% |
| 7D | -5.1% | +2.5% | -7.6% | -2.8% |
| 30D | +17.6% | +4.2% | +13.4% | +23.1% |
| 3M | +9.2% | -9.3% | +18.6% | +2.2% |
| 6M | -11.8% | -30.7% | +18.9% | -32.7% |
| YTD | -22.5% | -28.1% | +5.6% | -36.9% |
| 1Y | -45.9% | -35.1% | -10.8% | -58.2% |
| 3Y | +117.4% | -79.6% | +197.0% | -15.6% |
| All | -27.8% | -86.0% | +58.1% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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