+117.4%
COIN vs SYF
+155.9%
-38.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -5.1% | -4.9% | -0.2% | -0.6% |
| 30D | +17.6% | -4.3% | +21.9% | +22.1% |
| 3M | +9.2% | +5.5% | +3.7% | +2.7% |
| 6M | -11.8% | +17.5% | -29.3% | -25.9% |
| YTD | -22.5% | -7.8% | -14.7% | -18.5% |
| 1Y | -45.9% | +1.6% | -47.5% | -48.5% |
| 3Y | +117.4% | +154.8% | -37.4% | +7.7% |
| All | +117.4% | +155.9% | -38.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling