-27.8%
COIN vs SYF
+77.7%
-105.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -5.1% | -4.9% | -0.2% | -0.3% |
| 30D | +17.6% | -4.3% | +21.9% | +22.5% |
| 3M | +9.2% | +5.5% | +3.7% | +2.1% |
| 6M | -11.8% | +17.5% | -29.3% | -26.8% |
| YTD | -22.5% | -7.8% | -14.7% | -18.5% |
| 1Y | -45.9% | +1.6% | -47.5% | -48.7% |
| 3Y | +117.4% | +154.8% | -37.4% | -20.3% |
| All | -27.8% | +77.7% | -105.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling