+34.2%
FOUR vs SPY
+159.4%
-125.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | -1.4% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | +12.5% | -3.3% | +15.8% | +18.5% |
| 3M | +9.1% | -2.4% | +11.5% | +13.3% |
| 6M | +5.7% | +2.6% | +3.1% | +1.2% |
| YTD | -28.5% | +11.2% | -39.8% | -40.0% |
| 1Y | -32.0% | +13.4% | -45.3% | -44.6% |
| 3Y | -18.9% | +79.9% | -98.8% | -70.0% |
| 5Y | -23.3% | +72.2% | -95.5% | -67.6% |
| All | +34.2% | +159.4% | -125.2% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling