-46.6%
COIN vs SYY
+19.0%
-65.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -5.1% | +3.9% | -9.0% | -7.1% |
| 30D | +17.6% | -1.7% | +19.3% | +18.6% |
| 3M | +9.2% | +5.2% | +4.1% | +5.7% |
| 6M | -11.8% | -0.2% | -11.6% | -13.1% |
| YTD | -22.5% | +15.4% | -37.9% | -31.2% |
| 1Y | -45.9% | +5.6% | -51.5% | -49.3% |
| 3Y | +117.4% | +28.9% | +88.5% | +65.0% |
| 5Y | -29.4% | +24.1% | -53.5% | -38.2% |
| All | -46.6% | +19.0% | -65.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling