-49.1%
XRPM vs SPY
+15.4%
-64.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.5% |
| 7D | -7.5% | -2.0% | -5.5% | -3.3% |
| 30D | +4.3% | -1.7% | +6.0% | +8.4% |
| 3M | +0.2% | +4.7% | -4.5% | -10.3% |
| 6M | -19.4% | +12.5% | -31.9% | -37.7% |
| YTD | -41.2% | +11.7% | -52.9% | -52.5% |
| All | -49.1% | +15.4% | -64.5% | -61.5% |
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 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