-45.9%
COIN vs STRL
+68.3%
-114.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.9% |
| 7D | -5.1% | +5.0% | -10.1% | -5.8% |
| 30D | +17.6% | -6.9% | +24.5% | +18.6% |
| 3M | +9.2% | -39.1% | +48.3% | +16.1% |
| 6M | -11.8% | +21.5% | -33.3% | -24.0% |
| YTD | -22.5% | +66.9% | -89.4% | -43.0% |
| 1Y | -45.9% | +61.6% | -107.5% | -59.5% |
| All | -45.9% | +68.3% | -114.2% | -59.5% |
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