-61.1%
COIN vs SWKS
-44.7%
-16.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -5.3% | +9.4% | -14.7% | -10.7% |
| 30D | -26.2% | +17.0% | -43.1% | -33.2% |
| 3M | -17.1% | +28.9% | -46.0% | -34.0% |
| 6M | -36.7% | +33.1% | -69.9% | -52.9% |
| YTD | -43.6% | +44.8% | -88.3% | -62.3% |
| 1Y | -54.9% | +36.2% | -91.1% | -68.3% |
| 3Y | +37.8% | +11.5% | +26.3% | -2.4% |
| 5Y | -62.8% | -37.1% | -25.7% | -57.4% |
| All | -61.1% | -44.7% | -16.4% | -55.1% |
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