Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Shares | Gold, Precious Metals | 21.70% |
IDMO Invesco S&P International Developed Momentum ETF | Momentum, Global Equities | 14.74% |
QQQ Invesco QQQ ETF | Nasdaq-100 | 20.04% |
SPMO Invesco S&P 500 Momentum ETF | Momentum, S&P 500 | 17.68% |
VOO Vanguard S&P 500 ETF | S&P 500 | 14.02% |
VXUS Vanguard Total International Stock ETF | Global Equities | 11.82% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Beta w/ momentum LSI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
As of Apr 16, 2026, the Beta w/ momentum LSI returned 7.24% Year-To-Date and 15.93% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio Beta w/ momentum LSI | -0.00% | 4.04% | 7.24% | 9.97% | 41.14% | 27.46% | 16.20% | 15.93% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.80% | 4.92% | 2.93% | 5.87% | 31.79% | 20.91% | 12.49% | 14.85% |
QQQ Invesco QQQ ETF | 1.40% | 6.30% | 3.89% | 6.11% | 39.85% | 26.75% | 13.94% | 20.00% |
VXUS Vanguard Total International Stock ETF | -0.19% | 5.70% | 9.67% | 13.98% | 39.76% | 17.42% | 8.28% | 9.36% |
GLD SPDR Gold Shares | -1.04% | -4.34% | 11.14% | 13.70% | 47.91% | 33.20% | 21.50% | 14.09% |
SPMO Invesco S&P 500 Momentum ETF | -0.06% | 8.17% | 6.38% | 5.00% | 41.06% | 32.13% | 18.58% | 18.63% |
IDMO Invesco S&P International Developed Momentum ETF | -0.98% | 7.01% | 7.97% | 15.25% | 39.49% | 24.76% | 15.03% | 12.31% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2015, Beta w/ momentum LSI's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +10.4%, while the worst month was Mar 2020 at -7.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Beta w/ momentum LSI closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.45% | 2.58% | -7.42% | 8.12% | 7.24% | ||||||||
| 2025 | 4.36% | 0.32% | -1.13% | 2.98% | 6.18% | 4.37% | 0.97% | 2.73% | 5.64% | 2.33% | 0.89% | 1.20% | 35.22% |
| 2024 | 1.47% | 5.11% | 4.62% | -2.75% | 4.53% | 3.05% | 1.32% | 2.25% | 2.36% | -0.27% | 2.87% | -1.74% | 24.96% |
| 2023 | 5.80% | -3.13% | 5.09% | 1.62% | -0.73% | 4.06% | 3.00% | -1.02% | -3.49% | -0.22% | 8.02% | 4.38% | 25.14% |
| 2022 | -5.08% | -1.21% | 2.63% | -7.56% | -0.04% | -7.11% | 5.79% | -3.99% | -7.77% | 5.53% | 7.14% | -2.84% | -14.99% |
| 2021 | -0.77% | -1.17% | 1.30% | 4.49% | 1.71% | 1.28% | 2.03% | 2.89% | -3.99% | 5.31% | -1.32% | 3.12% | 15.49% |
Benchmark Metrics
Beta w/ momentum LSI has an annualized alpha of 5.60%, beta of 0.73, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.32%) than losses (68.41%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.60%
- Beta
- 0.73
- R²
- 0.84
- Upside Capture
- 86.32%
- Downside Capture
- 68.41%
Expense Ratio
Beta w/ momentum LSI has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Beta w/ momentum LSI ranks 70 for risk / return — better than 70% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.06 | 2.30 | +0.76 |
Sortino ratioReturn per unit of downside risk | 3.98 | 3.18 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.43 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.76 | 3.40 | +0.36 |
Martin ratioReturn relative to average drawdown | 17.16 | 15.35 | +1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 67 | 2.42 | 3.35 | 1.45 | 3.68 | 16.70 |
QQQ Invesco QQQ ETF | 59 | 2.36 | 3.14 | 1.42 | 3.42 | 13.03 |
VXUS Vanguard Total International Stock ETF | 73 | 2.82 | 3.77 | 1.52 | 3.73 | 14.94 |
GLD SPDR Gold Shares | 36 | 1.76 | 2.18 | 1.33 | 2.49 | 8.37 |
SPMO Invesco S&P 500 Momentum ETF | 60 | 2.37 | 3.22 | 1.43 | 3.32 | 12.98 |
IDMO Invesco S&P International Developed Momentum ETF | 68 | 2.56 | 3.54 | 1.47 | 3.54 | 15.37 |
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Dividends
Dividend yield
Beta w/ momentum LSI provided a 1.23% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.23% | 1.30% | 1.10% | 1.43% | 1.60% | 0.99% | 1.04% | 1.43% | 1.51% | 1.33% | 1.50% | 1.26% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.11% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
VXUS Vanguard Total International Stock ETF | 2.77% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.80% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
IDMO Invesco S&P International Developed Momentum ETF | 3.53% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Beta w/ momentum LSI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Beta w/ momentum LSI was 25.13%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current Beta w/ momentum LSI drawdown is 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -23.28% | Nov 19, 2021 | 217 | Sep 30, 2022 | 286 | Nov 20, 2023 | 503 |
| -15.19% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -13.25% | Feb 19, 2025 | 35 | Apr 8, 2025 | 17 | May 2, 2025 | 52 |
| -11.33% | Jan 30, 2026 | 41 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.75, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | GLD | IDMO | SPMO | VXUS | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 0.59 | 0.78 | 0.79 | 0.91 | 1.00 | 0.87 |
| GLD | 0.03 | 1.00 | 0.18 | 0.06 | 0.20 | 0.03 | 0.03 | 0.34 |
| IDMO | 0.59 | 0.18 | 1.00 | 0.60 | 0.70 | 0.54 | 0.59 | 0.75 |
| SPMO | 0.78 | 0.06 | 0.60 | 1.00 | 0.61 | 0.76 | 0.78 | 0.81 |
| VXUS | 0.79 | 0.20 | 0.70 | 0.61 | 1.00 | 0.71 | 0.79 | 0.84 |
| QQQ | 0.91 | 0.03 | 0.54 | 0.76 | 0.71 | 1.00 | 0.91 | 0.86 |
| VOO | 1.00 | 0.03 | 0.59 | 0.78 | 0.79 | 0.91 | 1.00 | 0.87 |
| Portfolio | 0.87 | 0.34 | 0.75 | 0.81 | 0.84 | 0.86 | 0.87 | 1.00 |