-43.8%
COIN vs STLD
+420.5%
-464.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.3% |
| 7D | +3.4% | +3.1% | +0.2% | +1.4% |
| 30D | +23.2% | -9.0% | +32.2% | +28.4% |
| 3M | +12.5% | -12.4% | +24.9% | +18.7% |
| 6M | -11.6% | +25.5% | -37.1% | -25.4% |
| YTD | -18.4% | +43.6% | -62.0% | -37.4% |
| 1Y | -39.8% | +87.2% | -127.0% | -60.8% |
| 3Y | +136.7% | +135.2% | +1.5% | +35.2% |
| 5Y | -33.7% | +290.9% | -324.6% | -70.8% |
| All | -43.8% | +420.5% | -464.3% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling