-45.9%
COIN vs STT
+78.9%
-124.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -5.1% | -0.4% | -4.6% | -4.7% |
| 30D | +17.6% | +1.7% | +15.9% | +15.5% |
| 3M | +9.2% | +17.9% | -8.7% | -6.9% |
| 6M | -11.8% | +55.3% | -67.1% | -45.7% |
| YTD | -22.5% | +52.7% | -75.2% | -51.7% |
| 1Y | -45.9% | +75.7% | -121.5% | -71.3% |
| All | -45.9% | +78.9% | -124.8% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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