+5.1%
XRPN vs SPY
+26.8%
-21.7%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +0.9% | -1.7% | +2.5% | +0.9% |
| 3M | +1.4% | +4.7% | -3.3% | +1.5% |
| 6M | +2.2% | +12.5% | -10.3% | +2.4% |
| YTD | +3.0% | +11.7% | -8.7% | +3.2% |
| 1Y | +2.9% | +17.5% | -14.6% | +2.9% |
| All | +5.1% | +26.8% | -21.7% | +4.9% |
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 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