-39.4%
XRPC vs SPY
+14.1%
-53.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -3.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +31.3% | +0.1% | +31.2% | +31.0% |
| 3M | +19.5% | +2.0% | +17.5% | +14.1% |
| 6M | -4.2% | +13.0% | -17.2% | -28.0% |
| YTD | -23.5% | +13.5% | -37.0% | -42.3% |
| All | -39.4% | +14.1% | -53.5% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling