-49.8%
XRPI vs SPY
+33.3%
-83.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +3.0% |
| 7D | +4.9% | +0.5% | +4.4% | +3.7% |
| 30D | +38.7% | -0.9% | +39.7% | +42.1% |
| 3M | +18.8% | +3.9% | +14.9% | +7.3% |
| 6M | +1.1% | +14.5% | -13.4% | -30.0% |
| YTD | -25.7% | +12.9% | -38.6% | -44.7% |
| 1Y | -56.8% | +19.4% | -76.1% | -71.6% |
| All | -49.8% | +33.3% | -83.1% | -75.2% |
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