-41.6%
XRPC vs SPY
+12.3%
-53.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.2% |
| 7D | -8.3% | -2.0% | -6.3% | -3.6% |
| 30D | +33.3% | -1.7% | +35.0% | +38.9% |
| 3M | +23.0% | +4.7% | +18.3% | +8.5% |
| 6M | -2.8% | +12.5% | -15.3% | -27.7% |
| YTD | -26.3% | +11.7% | -38.0% | -42.2% |
| All | -41.6% | +12.3% | -53.9% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling