-46.6%
COIN vs STM
+36.4%
-83.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.7% |
| 7D | -5.1% | -1.4% | -3.7% | -4.2% |
| 30D | +17.6% | -4.9% | +22.5% | +21.3% |
| 3M | +9.2% | -34.0% | +43.2% | +37.5% |
| 6M | -11.8% | +51.8% | -63.6% | -43.6% |
| YTD | -22.5% | +99.4% | -121.9% | -60.8% |
| 1Y | -45.9% | +99.1% | -145.0% | -73.1% |
| 3Y | +117.4% | +19.5% | +97.9% | +52.4% |
| 5Y | -29.4% | +19.5% | -48.9% | -51.5% |
| All | -46.6% | +36.4% | -83.0% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling