+1,109.4%
STX vs COIN
-54.0%
+1,163.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.5% | -4.0% |
| 7D | -2.3% | -5.1% | +2.8% | -1.6% |
| 30D | -5.5% | +17.6% | -23.1% | -8.0% |
| 3M | -4.3% | +9.2% | -13.5% | -6.3% |
| 6M | +115.6% | -11.8% | +127.4% | +116.2% |
| YTD | +202.2% | -22.5% | +224.7% | +205.7% |
| 1Y | +325.3% | -45.9% | +371.2% | +350.0% |
| 3Y | +1,283.9% | +117.4% | +1,166.5% | +1,026.7% |
| 5Y | +1,048.3% | -29.4% | +1,077.7% | +862.1% |
| All | +1,109.4% | -54.0% | +1,163.4% | +926.0% |
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