-49.4%
XRPC vs SPY
+9.2%
-58.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -5.3% |
| 7D | -6.0% | -2.7% | -3.3% | -0.2% |
| 30D | -17.3% | -5.4% | -11.9% | -5.4% |
| 3M | +13.2% | -4.1% | +17.3% | +25.5% |
| 6M | -18.2% | +0.7% | -18.9% | -20.2% |
| YTD | -36.1% | +8.7% | -44.8% | -46.3% |
| All | -49.4% | +9.2% | -58.6% | -58.9% |
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