-62.2%
COIN vs STLD
+286.6%
-348.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -4.5% | +6.9% | -11.3% | -8.1% |
| 30D | -28.1% | -1.5% | -26.7% | -27.6% |
| 3M | -12.3% | -9.7% | -2.6% | -8.6% |
| 6M | -37.1% | +2.3% | -39.4% | -40.6% |
| YTD | -42.2% | +41.0% | -83.2% | -56.7% |
| 1Y | -57.0% | +51.8% | -108.8% | -69.4% |
| 3Y | +40.6% | +126.4% | -85.8% | -23.8% |
| All | -62.2% | +286.6% | -348.7% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling