+22.6%
FOUR vs SPY
+162.1%
-139.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.0% |
| 7D | -7.0% | -0.4% | -6.6% | -6.4% |
| 30D | -4.7% | -1.4% | -3.3% | -2.4% |
| 3M | +7.9% | +3.7% | +4.2% | +1.7% |
| 6M | -12.9% | +13.0% | -25.9% | -28.7% |
| YTD | -34.7% | +12.4% | -47.1% | -45.9% |
| 1Y | -52.9% | +18.5% | -71.4% | -64.2% |
| 3Y | -27.0% | +77.6% | -104.6% | -72.2% |
| 5Y | -48.9% | +81.7% | -130.6% | -80.1% |
| All | +22.6% | +162.1% | -139.5% | -69.9% |
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