+98.8%
PRIM vs SPY
+74.5%
+24.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.4% | -8.6% | -6.2% |
| 7D | -21.2% | -4.7% | -16.5% | -14.9% |
| 30D | -29.9% | -5.9% | -24.0% | -22.6% |
| 3M | -28.5% | -4.5% | -24.0% | -22.8% |
| 6M | -70.6% | +1.8% | -72.4% | -71.3% |
| YTD | -51.9% | +8.3% | -60.2% | -57.1% |
| 1Y | -54.2% | +9.3% | -63.5% | -59.5% |
| All | +98.8% | +74.5% | +24.3% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling