-39.8%
COIN vs STM
+107.3%
-147.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.8% |
| 7D | +3.4% | +5.8% | -2.4% | +1.6% |
| 30D | +23.2% | -1.0% | +24.2% | +23.5% |
| 3M | +12.5% | -33.3% | +45.8% | +24.4% |
| 6M | -11.6% | +57.4% | -69.0% | -33.1% |
| YTD | -18.4% | +102.2% | -120.5% | -44.9% |
| 1Y | -39.8% | +99.6% | -139.4% | -60.2% |
| All | -39.8% | +107.3% | -147.1% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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