+113.7%
COIN vs STM
+16.7%
+97.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | -10.6% | -1.1% | -9.5% | -10.2% |
| 30D | +16.0% | -7.8% | +23.8% | +20.1% |
| 3M | +11.9% | -28.2% | +40.1% | +25.9% |
| 6M | -12.3% | +52.0% | -64.3% | -35.6% |
| YTD | -23.8% | +96.4% | -120.2% | -51.9% |
| 1Y | -45.4% | +98.8% | -144.2% | -66.1% |
| All | +113.7% | +16.7% | +97.0% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling