-46.6%
COIN vs SRE
+45.8%
-92.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -5.1% | -0.8% | -4.2% | -4.7% |
| 30D | +17.6% | -3.0% | +20.6% | +18.7% |
| 3M | +9.2% | -8.3% | +17.6% | +13.6% |
| 6M | -11.8% | -8.9% | -2.9% | -8.6% |
| YTD | -22.5% | -4.3% | -18.2% | -22.5% |
| 1Y | -45.9% | +2.7% | -48.6% | -48.5% |
| 3Y | +117.4% | +28.7% | +88.7% | +73.5% |
| 5Y | -29.4% | +47.1% | -76.6% | -40.1% |
| All | -46.6% | +45.8% | -92.4% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling