-39.8%
COIN vs STRL
+76.3%
-116.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.8% | -9.9% | -5.0% |
| 7D | +3.4% | +3.4% | 0.0% | +2.8% |
| 30D | +23.2% | -9.2% | +32.4% | +24.7% |
| 3M | +12.5% | -51.0% | +63.5% | +24.2% |
| 6M | -11.6% | +15.8% | -27.4% | -23.4% |
| YTD | -18.4% | +58.9% | -77.2% | -39.3% |
| 1Y | -39.8% | +68.5% | -108.3% | -55.5% |
| All | -39.8% | +76.3% | -116.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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