-48.2%
PRIM vs SPY
+9.9%
-58.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.2% |
| 7D | -10.1% | -2.7% | -7.4% | -5.1% |
| 30D | -20.4% | -5.4% | -15.0% | -11.1% |
| 3M | -18.4% | -4.1% | -14.3% | -11.1% |
| 6M | -35.3% | +0.7% | -36.0% | -34.3% |
| YTD | -47.2% | +8.7% | -55.9% | -54.5% |
| 1Y | -48.2% | +10.9% | -59.0% | -57.0% |
| All | -48.2% | +9.9% | -58.0% | -57.0% |
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