-55.5%
XRPR vs SPY
+16.5%
-72.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.1% |
| 7D | +4.4% | -0.4% | +4.8% | +5.7% |
| 30D | +37.5% | -1.4% | +38.8% | +42.5% |
| 3M | +22.3% | +3.7% | +18.6% | +10.5% |
| 6M | +1.4% | +13.0% | -11.6% | -27.5% |
| YTD | -23.6% | +12.4% | -36.0% | -42.7% |
| All | -55.5% | +16.5% | -72.0% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling