-52.6%
COIN vs SPYG
+11.2%
-63.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +1.7% |
| 7D | -6.7% | -2.8% | -3.9% | -1.0% |
| 30D | -19.5% | -6.2% | -13.3% | -8.2% |
| 3M | +0.5% | -3.6% | +4.1% | +9.2% |
| 6M | -25.4% | +4.8% | -30.1% | -32.2% |
| YTD | -33.0% | +11.0% | -44.0% | -45.7% |
| All | -52.6% | +11.2% | -63.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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