-50.6%
XRPI vs SPY
+34.0%
-84.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -3.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +30.5% | +0.1% | +30.4% | +30.3% |
| 3M | +17.3% | +2.0% | +15.3% | +11.8% |
| 6M | -7.4% | +13.0% | -20.4% | -32.6% |
| YTD | -26.8% | +13.5% | -40.4% | -46.2% |
| 1Y | -54.4% | +20.0% | -74.3% | -70.4% |
| All | -50.6% | +34.0% | -84.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling