+20.2%
SGOV vs COIN
-54.0%
+74.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | 0.0% | -5.1% | +5.1% | 0.0% |
| 30D | +0.3% | +17.6% | -17.3% | +0.3% |
| 3M | +0.9% | +9.2% | -8.3% | +0.9% |
| 6M | +1.8% | -11.8% | +13.6% | +1.8% |
| YTD | +2.5% | -22.5% | +25.0% | +2.5% |
| 1Y | +3.8% | -45.9% | +49.7% | +3.8% |
| 3Y | +14.4% | +117.4% | -103.0% | +14.4% |
| 5Y | +20.2% | -29.4% | +49.6% | +20.1% |
| All | +20.2% | -54.0% | +74.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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