-45.9%
COIN vs STLD
+82.8%
-128.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -5.1% | -0.9% | -4.1% | -4.9% |
| 30D | +17.6% | -8.9% | +26.5% | +19.8% |
| 3M | +9.2% | -14.0% | +23.3% | +13.8% |
| 6M | -11.8% | +30.8% | -42.6% | -23.6% |
| YTD | -22.5% | +42.3% | -64.8% | -37.8% |
| 1Y | -45.9% | +81.1% | -127.0% | -63.2% |
| All | -45.9% | +82.8% | -128.7% | -63.2% |
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