Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | Industrials Equities, Aerospace & Defense | 30% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 30% |
VOO Vanguard S&P 500 ETF | S&P 500 | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3 Fund Passive Port, 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 year.
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 3, 2026, the 3 Fund Passive Port returned 2.29% Year-To-Date and 20.62% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 3 Fund Passive Port | -0.16% | -4.15% | 2.29% | 6.16% | 43.61% | 28.73% | 18.83% | 20.62% |
| Portfolio components: | ||||||||
ITA iShares U.S. Aerospace & Defense ETF | -0.77% | -9.36% | 3.43% | 6.05% | 44.14% | 24.79% | 17.23% | 15.50% |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, 3 Fund Passive Port's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, your investment would double in approximately 3.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 3 Fund Passive Port closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.66% | 1.40% | -6.84% | 1.52% | 2.29% | ||||||||
| 2025 | 3.58% | -2.15% | -5.13% | 0.47% | 10.47% | 8.73% | 3.31% | 1.22% | 6.95% | 5.38% | -2.52% | 2.36% | 36.46% |
| 2024 | 1.59% | 7.70% | 4.26% | -3.62% | 7.38% | 3.53% | 0.69% | 1.29% | 1.52% | -1.86% | 4.50% | -2.55% | 26.47% |
| 2023 | 8.31% | -0.66% | 4.85% | -1.75% | 4.41% | 6.41% | 3.48% | -1.96% | -6.61% | -1.46% | 11.41% | 6.84% | 36.84% |
| 2022 | -5.82% | 1.40% | 1.33% | -9.87% | 1.51% | -8.64% | 9.33% | -4.80% | -10.59% | 10.09% | 8.37% | -4.64% | -14.36% |
| 2021 | -1.07% | 5.18% | 4.81% | 2.68% | 2.12% | 2.30% | 0.65% | 1.55% | -3.99% | 5.00% | 1.57% | 3.73% | 27.01% |
Benchmark Metrics
3 Fund Passive Port has an annualized alpha of 5.38%, beta of 1.10, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio captured 125.17% of S&P 500 Index gains but only 94.60% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 5.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.10 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 5.38%
- Beta
- 1.10
- R²
- 0.91
- Upside Capture
- 125.17%
- Downside Capture
- 94.60%
Expense Ratio
3 Fund Passive Port has an expense ratio of 0.24%, 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
3 Fund Passive Port ranks 86 for risk / return — in the top 86% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.88 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.37 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.39 | +2.08 |
Martin ratioReturn relative to average drawdown | 13.94 | 6.43 | +7.51 |
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 | |
|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 85 | 1.90 | 2.53 | 1.35 | 2.82 | 10.63 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
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Dividends
Dividend yield
3 Fund Passive Port provided a 0.70% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.71% | 0.88% | 1.04% | 1.32% | 0.90% | 1.14% | 1.67% | 1.73% | 1.41% | 1.37% | 1.79% |
| Portfolio components: | ||||||||||||
ITA iShares U.S. Aerospace & Defense ETF | 0.48% | 0.55% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 3 Fund Passive Port. 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 3 Fund Passive Port was 38.05%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current 3 Fund Passive Port drawdown is 6.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.05% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -26.58% | Jan 5, 2022 | 196 | Oct 14, 2022 | 162 | Jun 8, 2023 | 358 |
| -22.31% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -21.09% | Jan 24, 2025 | 52 | Apr 8, 2025 | 37 | Jun 2, 2025 | 89 |
| -20.61% | May 13, 2011 | 69 | Aug 19, 2011 | 115 | Feb 3, 2012 | 184 |
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 3 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | ITA | SMH | VOO | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.72 | 0.77 | 1.00 | 0.92 |
| ITA | 0.72 | 1.00 | 0.53 | 0.72 | 0.80 |
| SMH | 0.77 | 0.53 | 1.00 | 0.77 | 0.90 |
| VOO | 1.00 | 0.72 | 0.77 | 1.00 | 0.92 |
| Portfolio | 0.92 | 0.80 | 0.90 | 0.92 | 1.00 |