-39.8%
COIN vs SPYM
+20.9%
-60.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.1% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +23.2% | +0.1% | +23.1% | +23.5% |
| 3M | +12.5% | +2.0% | +10.5% | +7.1% |
| 6M | -11.6% | +13.1% | -24.7% | -38.6% |
| YTD | -18.4% | +13.6% | -32.0% | -43.3% |
| 1Y | -39.8% | +20.1% | -59.9% | -65.5% |
| All | -39.8% | +20.9% | -60.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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