-46.6%
COIN vs STLD
+415.7%
-462.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -5.1% | -0.9% | -4.1% | -4.6% |
| 30D | +17.6% | -8.9% | +26.5% | +22.5% |
| 3M | +9.2% | -14.0% | +23.3% | +16.4% |
| 6M | -11.8% | +30.8% | -42.6% | -27.4% |
| YTD | -22.5% | +42.3% | -64.8% | -40.2% |
| 1Y | -45.9% | +81.1% | -127.0% | -64.0% |
| 3Y | +117.4% | +149.2% | -31.8% | +20.4% |
| 5Y | -29.4% | +292.9% | -322.3% | -68.8% |
| All | -46.6% | +415.7% | -462.3% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling