-46.6%
COIN vs SWKS
-45.7%
-0.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -1.8% |
| 7D | -5.1% | +19.4% | -24.4% | -16.8% |
| 30D | +17.6% | +26.8% | -9.2% | -1.7% |
| 3M | +9.2% | +21.5% | -12.2% | -7.0% |
| 6M | -11.8% | +61.0% | -72.8% | -42.6% |
| YTD | -22.5% | +42.2% | -64.7% | -45.6% |
| 1Y | -45.9% | +22.1% | -68.0% | -57.3% |
| 3Y | +117.4% | -0.9% | +118.3% | +81.2% |
| 5Y | -29.4% | -42.6% | +13.2% | -13.6% |
| All | -46.6% | -45.7% | -0.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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