-59.3%
XRPI vs SPY
+28.3%
-87.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.6% |
| 7D | -6.3% | -2.7% | -3.6% | -0.3% |
| 30D | -18.0% | -5.4% | -12.6% | -6.0% |
| 3M | +11.0% | -4.1% | +15.1% | +23.3% |
| 6M | -21.1% | +0.7% | -21.8% | -22.9% |
| YTD | -39.8% | +8.7% | -48.4% | -50.6% |
| 1Y | -50.6% | +10.9% | -61.5% | -61.7% |
| All | -59.3% | +28.3% | -87.6% | -77.8% |
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 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