+4.0%
XAGG vs SPY
+12.8%
-8.8%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | -0.3% | -1.7% | +1.3% | 0.0% |
| 3M | +0.8% | +4.7% | -3.9% | 0.0% |
| 6M | +1.2% | +12.5% | -11.3% | -0.9% |
| YTD | +2.4% | +11.7% | -9.3% | +0.3% |
| All | +4.0% | +12.8% | -8.8% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling