-54.3%
XRPC vs SPY
+11.4%
-65.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.1% |
| 7D | -17.1% | -0.6% | -16.5% | -16.6% |
| 30D | -23.3% | -3.7% | -19.7% | -16.2% |
| 3M | +3.7% | -2.7% | +6.4% | +11.1% |
| 6M | -25.6% | +2.2% | -27.8% | -29.9% |
| YTD | -42.3% | +10.8% | -53.1% | -53.8% |
| All | -54.3% | +11.4% | -65.7% | -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 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