-44.6%
PRIM vs SPY
+12.3%
-56.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.6% | +4.3% |
| 7D | -3.5% | +0.1% | -3.5% | -3.2% |
| 30D | -14.8% | -3.3% | -11.5% | -8.5% |
| 3M | -13.7% | -2.4% | -11.3% | -8.9% |
| 6M | -31.9% | +2.6% | -34.5% | -33.4% |
| YTD | -42.5% | +11.2% | -53.7% | -52.5% |
| All | -44.6% | +12.3% | -56.9% | -54.3% |
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