-46.8%
COIN vs STM
+36.5%
-83.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.8% |
| 7D | -0.1% | +1.7% | -1.8% | -1.2% |
| 30D | +17.5% | -5.2% | +22.7% | +21.3% |
| 3M | +12.4% | -29.6% | +42.0% | +34.8% |
| 6M | -12.5% | +54.4% | -66.9% | -44.8% |
| YTD | -22.7% | +99.5% | -122.3% | -60.9% |
| 1Y | -45.2% | +100.8% | -145.9% | -72.9% |
| 3Y | +112.8% | +20.2% | +92.7% | +48.3% |
| 5Y | -31.9% | +21.1% | -53.0% | -53.4% |
| All | -46.8% | +36.5% | -83.3% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling