-29.1%
COIN vs STT
+154.0%
-183.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -10.6% | -1.4% | -9.2% | -9.3% |
| 30D | +16.0% | +2.2% | +13.8% | +12.9% |
| 3M | +11.9% | +18.8% | -6.9% | -7.5% |
| 6M | -12.3% | +57.9% | -70.3% | -47.5% |
| YTD | -23.8% | +51.0% | -74.8% | -51.8% |
| 1Y | -45.4% | +77.1% | -122.5% | -70.8% |
| 3Y | +109.9% | +199.8% | -90.0% | -33.4% |
| All | -29.1% | +154.0% | -183.0% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling