-24.1%
NAVI vs SPY
+20.8%
-45.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.6% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +8.1% | +0.1% | +8.1% | +8.1% |
| 3M | +28.7% | +2.0% | +26.7% | +27.5% |
| 6M | +17.4% | +13.0% | +4.4% | +7.5% |
| YTD | -21.6% | +13.5% | -35.1% | -28.4% |
| 1Y | -24.1% | +20.0% | -44.1% | -34.3% |
| All | -24.1% | +20.8% | -45.0% | -34.3% |
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 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