-90.7%
XRPT vs SPY
+18.1%
-108.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -2.7% |
| 7D | -6.1% | -0.8% | -5.4% | -2.4% |
| 30D | +69.1% | -1.1% | +70.1% | +79.0% |
| 3M | +23.1% | +3.9% | +19.3% | +0.9% |
| 6M | -25.0% | +13.6% | -38.7% | -61.5% |
| YTD | -66.0% | +12.7% | -78.7% | -79.1% |
| 1Y | -90.7% | +17.5% | -108.2% | -94.8% |
| All | -90.7% | +18.1% | -108.8% | -94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling