-46.8%
COIN vs SWK
-45.0%
-1.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -0.9% |
| 7D | -0.1% | -4.6% | +4.4% | +2.9% |
| 30D | +17.5% | -9.9% | +27.4% | +25.7% |
| 3M | +12.4% | +15.4% | -3.1% | +0.8% |
| 6M | -12.5% | +25.0% | -37.5% | -27.0% |
| YTD | -22.7% | +27.2% | -50.0% | -37.3% |
| 1Y | -45.2% | +24.6% | -69.8% | -55.0% |
| 3Y | +112.8% | +13.7% | +99.2% | +68.6% |
| 5Y | -31.9% | -41.5% | +9.7% | -19.0% |
| All | -46.8% | -45.0% | -1.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling