-46.6%
COIN vs STRL
+2,333.5%
-2,380.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | -0.1% |
| 7D | -5.1% | +5.0% | -10.1% | -6.7% |
| 30D | +17.6% | -6.9% | +24.5% | +19.8% |
| 3M | +9.2% | -39.1% | +48.3% | +25.2% |
| 6M | -11.8% | +21.5% | -33.3% | -31.3% |
| YTD | -22.5% | +66.9% | -89.4% | -49.0% |
| 1Y | -45.9% | +61.6% | -107.5% | -64.5% |
| 3Y | +117.4% | +560.0% | -442.6% | -33.3% |
| 5Y | -29.4% | +2,238.9% | -2,268.3% | -88.1% |
| All | -46.6% | +2,333.5% | -2,380.1% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling