-45.9%
COIN vs STM
+100.2%
-146.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | +17.6% | -4.9% | +22.5% | +19.3% |
| 3M | +9.2% | -34.0% | +43.2% | +21.8% |
| 6M | -11.8% | +51.8% | -63.6% | -32.9% |
| YTD | -22.5% | +99.4% | -121.9% | -48.5% |
| 1Y | -45.9% | +99.1% | -145.0% | -66.1% |
| All | -45.9% | +100.2% | -146.1% | -66.1% |
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