+118.0%
COIN vs SWK
+15.2%
+102.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +16.5% | -8.9% | +25.4% | +20.9% |
| 3M | +10.4% | +20.5% | -10.1% | +1.7% |
| 6M | -9.3% | +27.1% | -36.4% | -19.0% |
| YTD | -20.9% | +30.2% | -51.1% | -30.7% |
| 1Y | -40.8% | +24.8% | -65.5% | -47.3% |
| 3Y | +118.0% | +16.3% | +101.7% | +109.6% |
| All | +118.0% | +15.2% | +102.8% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling