Beat the S&P 500 for 4 Consecutive Years!
Please do not actually try this--it's illegal. I'm just making a point.
If you'd like to have a portfolio that you can put on a website that can beat the S&P 500 4 years in a row, it's not very hard.
Start out with 16 or more randomly selected portfolios. Assign each portfolio to a separate website. Statistically, half or so of your portfolios should be beaten by the S&P 500 every year--eliminate these. The other half will beat the S&P 500--keep these. After the first year you'll eliminate 8 and be left with 8. The second year you'll eliminate 4 and be left with 4. The third year you'll eliminate 2 and be left with 2. Finally you'll have 1 left. You have selected a portfolio that's beaten the S&P 500 for 4 consecutive years!
(Again, please don't actually do that!)
How many professionally managed mutual funds are there? What are the odds that at least a few of them have been able to consistently make above normal returns? Funds that have consistently beaten normal market returns don't necessarily contradict the Efficient Market Hypothesis.