+113.7%
COIN vs STT
+194.3%
-80.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -10.6% | -1.4% | -9.2% | -9.2% |
| 30D | +16.0% | +2.2% | +13.8% | +12.7% |
| 3M | +11.9% | +18.8% | -6.9% | -8.7% |
| 6M | -12.3% | +57.9% | -70.3% | -50.0% |
| YTD | -23.8% | +51.0% | -74.8% | -53.9% |
| 1Y | -45.4% | +77.1% | -122.5% | -72.8% |
| All | +113.7% | +194.3% | -80.6% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling