-23.4%
NAVI vs SPY
+18.1%
-41.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | +8.4% | -1.1% | +9.5% | +9.2% |
| 3M | +21.4% | +3.9% | +17.6% | +18.8% |
| 6M | +20.6% | +13.6% | +7.0% | +9.6% |
| YTD | -23.3% | +12.7% | -36.0% | -29.6% |
| 1Y | -23.4% | +17.5% | -40.9% | -32.8% |
| All | -23.4% | +18.1% | -41.6% | -32.8% |
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