-57.3%
XRPI vs SPY
+18.8%
-76.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.6% |
| 7D | +4.1% | -0.4% | +4.5% | +5.3% |
| 30D | +36.5% | -1.4% | +37.8% | +41.3% |
| 3M | +21.1% | +3.7% | +17.4% | +9.7% |
| 6M | -1.6% | +13.0% | -14.6% | -29.0% |
| YTD | -27.0% | +12.4% | -39.4% | -44.9% |
| 1Y | -57.3% | +18.5% | -75.9% | -69.8% |
| All | -57.3% | +18.8% | -76.1% | -69.8% |
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