-27.8%
COIN vs STLA
-62.8%
+35.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.3% |
| 7D | -5.1% | -2.9% | -2.2% | -3.3% |
| 30D | +17.6% | +0.9% | +16.7% | +17.0% |
| 3M | +9.2% | -21.6% | +30.9% | +26.1% |
| 6M | -11.8% | -21.6% | +9.9% | +0.2% |
| YTD | -22.5% | -50.4% | +27.9% | +12.2% |
| 1Y | -45.9% | -43.6% | -2.3% | -29.9% |
| 3Y | +117.4% | -66.4% | +183.8% | +288.4% |
| All | -27.8% | -62.8% | +35.0% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling