-49.9%
NAVI vs SPY
+79.8%
-129.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -1.8% | -2.0% | +0.2% | +0.3% |
| 30D | +9.0% | -1.7% | +10.6% | +11.0% |
| 3M | +17.8% | +4.7% | +13.1% | +11.9% |
| 6M | +16.9% | +12.5% | +4.4% | +2.3% |
| YTD | -25.5% | +11.7% | -37.2% | -34.3% |
| 1Y | -24.5% | +17.5% | -42.0% | -37.1% |
| 3Y | -37.2% | +76.6% | -113.8% | -66.8% |
| 5Y | -49.9% | +82.0% | -131.9% | -74.4% |
| All | -49.9% | +79.8% | -129.7% | -74.4% |
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