-55.2%
COIN vs SWK
+76.3%
-131.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -10.1% | -2.3% | -7.8% | -9.5% |
| 30D | -24.5% | +30.4% | -54.9% | -28.7% |
| 3M | -8.3% | +12.1% | -20.4% | -10.7% |
| 6M | -37.1% | +49.1% | -86.2% | -42.1% |
| YTD | -39.7% | +60.4% | -100.2% | -47.6% |
| 1Y | -55.2% | +78.3% | -133.5% | -63.0% |
| All | -55.2% | +76.3% | -131.5% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling