-50.7%
COIN vs STLD
+59.7%
-110.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.2% |
| 7D | -6.7% | -3.9% | -2.7% | -6.6% |
| 30D | -19.5% | -0.4% | -19.1% | -19.5% |
| 3M | +0.5% | -9.2% | +9.7% | +1.5% |
| 6M | -25.4% | +5.0% | -30.3% | -27.3% |
| YTD | -33.0% | +42.8% | -75.8% | -43.1% |
| 1Y | -50.7% | +60.1% | -110.8% | -66.0% |
| All | -50.7% | +59.7% | -110.4% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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