+118.0%
COIN vs SWKS
-15.7%
+133.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.9% |
| 7D | +1.2% | +11.8% | -10.6% | -4.1% |
| 30D | +16.5% | +6.7% | +9.8% | +12.7% |
| 3M | +10.4% | 0.0% | +10.4% | +9.4% |
| 6M | -9.3% | +38.7% | -48.0% | -25.9% |
| YTD | -20.9% | +21.4% | -42.2% | -31.4% |
| 1Y | -40.8% | +2.9% | -43.7% | -43.9% |
| 3Y | +118.0% | -16.4% | +134.4% | +132.9% |
| All | +118.0% | -15.7% | +133.6% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling