+99.4%
SPY vs COIN
-54.0%
+153.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.7% |
| 7D | -0.8% | -5.1% | +4.3% | -0.2% |
| 30D | -1.1% | +17.6% | -18.7% | -3.0% |
| 3M | +3.9% | +9.2% | -5.4% | +2.3% |
| 6M | +13.6% | -11.8% | +25.4% | +13.8% |
| YTD | +12.7% | -22.5% | +35.2% | +13.6% |
| 1Y | +17.5% | -45.9% | +63.4% | +22.5% |
| 3Y | +76.9% | +117.4% | -40.5% | +49.8% |
| 5Y | +83.6% | -29.4% | +113.0% | +60.3% |
| All | +99.4% | -54.0% | +153.4% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling