-62.0%
XRPI vs SPY
+31.3%
-93.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -12.2% |
| 7D | -12.3% | +0.1% | -12.4% | -13.3% |
| 30D | -21.6% | -3.3% | -18.3% | -15.0% |
| 3M | +4.9% | -2.4% | +7.3% | +11.4% |
| 6M | -25.8% | +2.6% | -28.3% | -30.8% |
| YTD | -43.8% | +11.2% | -55.0% | -56.6% |
| 1Y | -57.4% | +13.4% | -70.8% | -68.8% |
| All | -62.0% | +31.3% | -93.4% | -80.5% |
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