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Metric Methodology

Asset Coverage: APY and Return Columns

MetricFormulaData Source
APY 30dannualizeRatio(share_rate_now / share_rate_30d_ago, elapsed_seconds)token_yield_apy.share_rate
1M returnAPY_30d / 12Derived
YTD returnCumulative monthly returns from Jan 1, current yeartoken_yield_apy.share_rate
1Y returnannualizeRatio(share_rate_now / share_rate_1y_ago, elapsed_seconds)token_yield_apy.share_rate

YTD and 1Y are computed by the daily asset refresh script (scripts/refresh-assets.ts), not at query time.

Carry Strategies: Column Definitions

ColumnFormula
Col APY (7d)combineLeg(target_components, 7) -- sum of index-ratio trailing APYs for each leg component
Debt APY (7d)combineLeg(funding_components, 7)
Carry (7d)Col APY (7d) - Debt APY (7d)
Carry Mean (7d)Arithmetic mean of (smartColApy_t - smartDebtApy_t) over last 7d sample
Carry Vol (7d)Sample std dev (n-1) of the same sample
Sharpe (7d)Carry Mean (7d) / Carry Vol (7d)
Max-lev Carrycarry_7d * (1 / (1 - LLTV))

All APY figures are fractional (0.05 = 5%) internally; the UI formats with fmtPct() to percentage strings.

Money Market Rates

MetricFormula
Supply APY 7dgetTrailingApy(table, token, "supply", 7) -- index ratio over 7d
Supply APY 30dSame with window = 30
Supply APY 90dSame with window = 90

The same getTrailingApy function used for carry legs is applied here, ensuring that money market rates and carry funding costs are on a consistent basis: a 30d funding cost on the carries page and a 30d supply APY on the money market rates page are computed identically.

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