Compare to Portfolios Lab Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	11.11%
ABBV AbbVie Inc.	Healthcare	11.11%
AMGN Amgen Inc.	Healthcare	11.11%
AMZN Amazon.com, Inc	Consumer Cyclical	11.11%
GOOG Alphabet Inc	Communication Services	11.11%
MSFT Microsoft Corporation	Technology	11.11%
VGT Vanguard Information Technology ETF	Technology Equities	11.11%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	11.11%
VOO Vanguard S&P 500 ETF	S&P 500	11.11%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Compare to Portfolios Lab Portfolio, 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.

Loading graphics...

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 3, 2026, the Compare to Portfolios Lab Portfolio returned -5.76% Year-To-Date and 20.52% 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 Compare to Portfolios Lab Portfolio	-0.25%	-4.37%	-5.76%	-1.59%	21.69%	22.00%	15.04%	20.52%
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
ABBV AbbVie Inc.	-2.86%	-10.70%	-7.86%	-10.37%	5.19%	13.21%	18.43%	18.22%
AMGN Amgen Inc.	-1.51%	-7.71%	7.04%	18.64%	17.39%	16.07%	10.31%	11.72%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
VO Vanguard Mid-Cap ETF	0.33%	-3.56%	0.29%	-0.79%	12.40%	13.03%	6.87%	10.86%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
GOOG Alphabet Inc	-0.15%	-2.93%	-6.10%	19.65%	86.00%	41.44%	22.67%	23.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Compare to Portfolios Lab Portfolio's average daily return is +0.08%, while the average monthly return is +1.61%. At this rate, your investment would double in approximately 3.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +15.6%, while the worst month was Apr 2022 at -11.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Compare to Portfolios Lab Portfolio closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.17%	-0.92%	-5.49%	0.46%									-5.76%
2025	3.25%	-1.35%	-5.34%	-1.39%	5.41%	4.27%	4.52%	3.27%	5.02%	4.54%	2.83%	-1.47%	25.49%
2024	2.52%	2.69%	2.65%	-3.44%	6.01%	5.84%	1.08%	0.94%	1.54%	-0.44%	2.08%	0.52%	23.92%
2023	6.90%	-2.72%	8.16%	1.23%	3.60%	4.37%	4.42%	0.16%	-3.57%	-1.22%	8.99%	4.51%	39.71%
2022	-4.82%	-0.70%	5.09%	-11.31%	-0.03%	-6.33%	9.99%	-4.82%	-9.43%	5.97%	4.79%	-7.63%	-19.76%
2021	0.73%	0.96%	2.55%	6.57%	-1.29%	4.72%	2.99%	3.36%	-6.52%	7.13%	0.85%	5.14%	29.89%

Benchmark Metrics

Compare to Portfolios Lab Portfolio has an annualized alpha of 7.91%, beta of 1.03, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 133.03% of S&P 500 Index gains but only 94.21% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 7.91% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.87, 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: 7.91%

Beta: 1.03

R²: 0.87

Upside Capture: 133.03%

Downside Capture: 94.21%

Expense Ratio

Compare to Portfolios Lab Portfolio has an expense ratio of 0.02%, 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.

VGT

Vanguard Information Technology ETF

Vanguard Mid-Cap ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Compare to Portfolios Lab Portfolio ranks 40 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.88	+0.26
Sortino ratio Return per unit of downside risk	1.73	1.37	+0.37
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.76	1.39	+0.38
Martin ratio Return relative to average drawdown	6.94	6.43	+0.50
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
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
ABBV AbbVie Inc.	43	0.19	0.44	1.06	0.28	0.62
AMGN Amgen Inc.	59	0.60	1.07	1.13	1.10	2.65
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
VO Vanguard Mid-Cap ETF	36	0.71	1.10	1.16	1.06	4.79
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
GOOG Alphabet Inc	94	2.87	3.82	1.47	4.14	15.67

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Compare to Portfolios Lab Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.14
5-Year: 0.83
10-Year: 1.05
All Time: 1.03

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Compare to Portfolios Lab Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Compare to Portfolios Lab Portfolio provided a 1.19% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.19%	1.13%	1.30%	1.29%	1.38%	1.24%	1.39%	1.55%	1.70%	1.41%	1.72%	1.61%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AMGN Amgen Inc.	2.78%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VO Vanguard Mid-Cap ETF	1.49%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%
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%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Compare to Portfolios Lab Portfolio. 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 Compare to Portfolios Lab Portfolio was 28.37%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Compare to Portfolios Lab Portfolio drawdown is 7.89%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.37%	Feb 13, 2020	27	Mar 23, 2020	52	Jun 5, 2020	79
-23.32%	Mar 30, 2022	152	Nov 3, 2022	174	Jul 18, 2023	326
-21.35%	Oct 4, 2018	56	Dec 24, 2018	147	Jul 26, 2019	203
-18.5%	Feb 21, 2025	33	Apr 8, 2025	56	Jun 30, 2025	89
-14.77%	Dec 2, 2015	49	Feb 11, 2016	103	Jul 11, 2016	152

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 9.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	ABBV	AMGN	AMZN	AAPL	GOOG	MSFT	VO	VGT	VOO	Portfolio
Benchmark	1.00	0.41	0.48	0.64	0.67	0.69	0.73	0.91	0.90	1.00	0.90
ABBV	0.41	1.00	0.53	0.19	0.24	0.26	0.26	0.39	0.30	0.41	0.49
AMGN	0.48	0.53	1.00	0.26	0.32	0.31	0.32	0.45	0.37	0.48	0.56
AMZN	0.64	0.19	0.26	1.00	0.53	0.66	0.63	0.53	0.68	0.64	0.76
AAPL	0.67	0.24	0.32	0.53	1.00	0.55	0.58	0.55	0.75	0.67	0.75
GOOG	0.69	0.26	0.31	0.66	0.55	1.00	0.65	0.56	0.70	0.69	0.79
MSFT	0.73	0.26	0.32	0.63	0.58	0.65	1.00	0.59	0.80	0.73	0.80
VO	0.91	0.39	0.45	0.53	0.55	0.56	0.59	1.00	0.79	0.91	0.78
VGT	0.90	0.30	0.37	0.68	0.75	0.70	0.80	0.79	1.00	0.90	0.90
VOO	1.00	0.41	0.48	0.64	0.67	0.69	0.73	0.91	0.90	1.00	0.90
Portfolio	0.90	0.49	0.56	0.76	0.75	0.79	0.80	0.78	0.90	0.90	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Compare to Portfolios Lab Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table