-47.0%
XRP vs SPY
+14.1%
-61.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -2.1% |
| 7D | -18.3% | -0.9% | -17.4% | -16.7% |
| 30D | -21.8% | -2.4% | -19.4% | -16.9% |
| 3M | +5.1% | -1.2% | +6.3% | +8.6% |
| 6M | -28.1% | +3.3% | -31.4% | -33.9% |
| YTD | -42.0% | +12.3% | -54.3% | -55.2% |
| All | -47.0% | +14.1% | -61.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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