-29.1%
COIN vs STM
+16.8%
-45.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.4% |
| 7D | -10.6% | -1.1% | -9.5% | -10.0% |
| 30D | +16.0% | -7.8% | +23.8% | +22.1% |
| 3M | +11.9% | -28.2% | +40.1% | +32.6% |
| 6M | -12.3% | +52.0% | -64.3% | -44.7% |
| YTD | -23.8% | +96.4% | -120.2% | -61.7% |
| 1Y | -45.4% | +98.8% | -144.2% | -73.3% |
| 3Y | +109.9% | +18.3% | +91.6% | +46.7% |
| All | -29.1% | +16.8% | -45.9% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling