+188.0%
PRIM vs SPY
+82.0%
+106.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -10.8% | +0.1% | -10.8% | -10.8% |
| 3M | -41.6% | +2.0% | -43.6% | -42.5% |
| 6M | -48.5% | +13.0% | -61.5% | -55.5% |
| YTD | -40.0% | +13.5% | -53.5% | -48.4% |
| 1Y | -36.4% | +20.0% | -56.3% | -48.3% |
| 3Y | +110.4% | +77.2% | +33.2% | +16.9% |
| All | +188.0% | +82.0% | +106.0% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling