+0.5%
NAVI vs SPY
+406.4%
-405.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.0% |
| 7D | +3.8% | +0.5% | +3.3% | +3.1% |
| 30D | +6.1% | -0.9% | +7.0% | +7.4% |
| 3M | +23.8% | +3.9% | +19.9% | +17.8% |
| 6M | +18.5% | +14.5% | +4.0% | -0.5% |
| YTD | -22.9% | +12.9% | -35.8% | -34.1% |
| 1Y | -25.4% | +19.4% | -44.8% | -40.6% |
| 3Y | -35.0% | +78.5% | -113.5% | -68.9% |
| 5Y | -48.4% | +81.8% | -130.2% | -75.9% |
| 10Y | +4.7% | +311.5% | -306.9% | -81.8% |
| All | +0.5% | +406.4% | -405.9% | -85.1% |
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