+113.7%
COIN vs STRL
+513.3%
-399.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | -10.6% | +5.4% | -16.0% | -12.2% |
| 30D | +16.0% | -9.0% | +24.9% | +18.7% |
| 3M | +11.9% | -37.1% | +48.9% | +24.7% |
| 6M | -12.3% | +17.8% | -30.2% | -30.3% |
| YTD | -23.8% | +58.3% | -82.1% | -48.3% |
| 1Y | -45.4% | +61.0% | -106.4% | -63.9% |
| All | +113.7% | +513.3% | -399.6% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling