+37.0%
FOUR vs SPY
+164.8%
-127.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | +16.9% | +2.0% | +14.9% | +13.1% |
| 6M | -3.2% | +13.0% | -16.2% | -20.8% |
| YTD | -27.0% | +13.5% | -40.6% | -40.7% |
| 1Y | -47.5% | +20.0% | -67.5% | -61.0% |
| 3Y | -20.5% | +77.2% | -97.7% | -69.6% |
| 5Y | -46.2% | +81.9% | -128.1% | -79.1% |
| All | +37.0% | +164.8% | -127.8% | -66.9% |
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 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