+1,100.8%
PRIM vs SPY
+736.3%
+364.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -10.8% | +0.1% | -10.8% | -10.8% |
| 3M | -41.6% | +2.0% | -43.6% | -42.2% |
| 6M | -48.5% | +13.0% | -61.5% | -53.8% |
| YTD | -40.0% | +13.5% | -53.5% | -46.4% |
| 1Y | -36.4% | +20.0% | -56.3% | -45.5% |
| 3Y | +110.4% | +77.2% | +33.2% | +31.3% |
| 5Y | +190.3% | +81.9% | +108.4% | +77.2% |
| 10Y | +310.4% | +314.1% | -3.6% | +42.4% |
| All | +1,100.8% | +736.3% | +364.5% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling