-50.7%
COIN vs SYY
+8.0%
-58.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.3% | +4.1% |
| 7D | -6.7% | -6.3% | -0.3% | -6.7% |
| 30D | -19.5% | +0.7% | -20.2% | -20.0% |
| 3M | +0.5% | -7.1% | +7.6% | +0.8% |
| 6M | -25.4% | +6.8% | -32.2% | -25.8% |
| YTD | -33.0% | +6.7% | -39.7% | -32.4% |
| 1Y | -50.7% | +7.5% | -58.2% | -50.1% |
| All | -50.7% | +8.0% | -58.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling