-48.2%
FOUR vs SPY
+81.8%
-129.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.1% |
| 30D | +2.5% | -0.9% | +3.4% | +4.2% |
| 3M | +12.3% | +3.9% | +8.4% | +5.4% |
| 6M | -11.7% | +14.5% | -26.2% | -29.5% |
| YTD | -32.8% | +12.9% | -45.8% | -45.0% |
| 1Y | -51.6% | +19.4% | -70.9% | -63.8% |
| 3Y | -24.9% | +78.5% | -103.4% | -72.5% |
| 5Y | -48.2% | +81.8% | -129.9% | -80.9% |
| All | -48.2% | +81.8% | -129.9% | -80.9% |
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 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