-46.4%
PRIM vs SPY
+14.6%
-61.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.6% | -16.9% |
| 7D | -7.2% | -0.7% | -6.5% | -6.2% |
| 30D | -15.0% | -1.0% | -14.0% | -13.3% |
| 3M | -24.6% | -0.3% | -24.2% | -24.0% |
| 6M | -63.0% | +7.3% | -70.4% | -67.3% |
| YTD | -44.7% | +13.3% | -58.0% | -56.3% |
| 1Y | -46.4% | +14.8% | -61.1% | -58.5% |
| All | -46.4% | +14.6% | -61.0% | -58.5% |
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