-46.6%
COIN vs SPYM
+98.9%
-145.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +0.2% |
| 7D | -5.1% | -1.0% | -4.0% | -2.3% |
| 30D | +17.6% | -1.3% | +18.9% | +22.5% |
| 3M | +9.2% | +3.6% | +5.6% | -0.4% |
| 6M | -11.8% | +13.3% | -25.1% | -36.3% |
| YTD | -22.5% | +12.4% | -34.9% | -41.8% |
| 1Y | -45.9% | +17.3% | -63.2% | -63.1% |
| 3Y | +117.4% | +76.8% | +40.6% | -45.9% |
| 5Y | -29.4% | +83.6% | -113.1% | -81.0% |
| All | -46.6% | +98.9% | -145.5% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling