+116.7%
COIN vs STLD
+140.5%
-23.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -0.1% | -2.8% | +2.7% | +1.4% |
| 30D | +17.5% | -10.4% | +27.9% | +23.8% |
| 3M | +12.4% | -10.6% | +22.9% | +17.5% |
| 6M | -12.5% | +32.7% | -45.2% | -30.5% |
| YTD | -22.7% | +42.8% | -65.5% | -42.8% |
| 1Y | -45.2% | +86.9% | -132.1% | -66.8% |
| All | +116.7% | +140.5% | -23.8% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling