-43.8%
COIN vs SWK
-42.1%
-1.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.8% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +23.2% | -5.7% | +28.9% | +28.0% |
| 3M | +12.5% | +24.1% | -11.6% | -3.7% |
| 6M | -11.6% | +24.7% | -36.3% | -26.0% |
| YTD | -18.4% | +33.9% | -52.3% | -35.9% |
| 1Y | -39.8% | +34.7% | -74.5% | -53.3% |
| 3Y | +136.7% | +15.3% | +121.5% | +88.0% |
| 5Y | -33.7% | -39.3% | +5.6% | -23.3% |
| All | -43.8% | -42.1% | -1.6% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling