-36.9%
FOUR vs SPY
+72.1%
-109.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.2% | +8.4% |
| 7D | +1.9% | +2.6% | -0.7% | -2.4% |
| 30D | +17.9% | -2.0% | +19.9% | +21.4% |
| 3M | -6.7% | -2.8% | -3.9% | -2.6% |
| 6M | +9.6% | +2.1% | +7.4% | +5.5% |
| YTD | -28.9% | +11.5% | -40.4% | -40.8% |
| 1Y | -38.0% | +13.5% | -51.5% | -49.9% |
| 3Y | -23.9% | +77.7% | -101.6% | -72.4% |
| All | -36.9% | +72.1% | -109.0% | -74.1% |
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