-39.8%
COIN vs SRE
+4.7%
-44.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +23.2% | -0.7% | +23.9% | +22.8% |
| 3M | +12.5% | -6.3% | +18.8% | +12.4% |
| 6M | -11.6% | -10.7% | -1.0% | -10.3% |
| YTD | -18.4% | -3.5% | -14.9% | -20.6% |
| 1Y | -39.8% | +5.3% | -45.1% | -40.6% |
| All | -39.8% | +4.7% | -44.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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