-37.1%
XRPZ vs SPY
+16.5%
-53.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +3.1% |
| 7D | +5.1% | +0.5% | +4.5% | +3.9% |
| 30D | +39.4% | -0.9% | +40.3% | +42.6% |
| 3M | +20.8% | +3.9% | +16.9% | +9.5% |
| 6M | +5.1% | +14.5% | -9.4% | -25.2% |
| YTD | -22.3% | +12.9% | -35.2% | -39.6% |
| All | -37.1% | +16.5% | -53.7% | -52.3% |
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