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Bill Schultheis Coffee House Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bill Schultheis Coffee House 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.


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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 11, 2026, the Bill Schultheis Coffee House Portfolio returned 3.52% Year-To-Date and 7.39% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%2.78%-0.42%4.03%27.10%18.38%10.55%12.70%
Portfolio
Bill Schultheis Coffee House Portfolio
-0.19%2.57%3.52%6.59%20.10%10.61%5.35%7.39%
VOO
Vanguard S&P 500 ETF
-0.07%2.87%-0.09%4.64%28.85%19.99%12.14%14.61%
BND
Vanguard Total Bond Market ETF
-0.15%0.46%0.39%0.77%6.32%3.55%0.28%1.69%
VTV
Vanguard Value ETF
-0.81%2.61%5.99%11.27%27.06%15.55%11.18%12.13%
VNQ
Vanguard Real Estate ETF
0.22%1.97%6.20%7.60%15.60%8.09%3.71%5.16%
VEA
Vanguard FTSE Developed Markets ETF
0.28%6.32%8.62%16.60%41.44%17.90%9.43%9.81%
VB
Vanguard Small-Cap ETF
-0.32%4.81%5.89%10.48%34.04%14.70%6.10%11.02%
VBR
Vanguard Small-Cap Value ETF
-0.57%4.82%6.74%12.79%33.87%14.89%8.23%10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, Bill Schultheis Coffee House Portfolio's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.6%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Bill Schultheis Coffee House Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.54%2.68%-4.23%2.66%3.52%
20252.31%0.54%-2.17%-0.73%2.32%2.72%0.37%2.80%1.43%0.30%1.24%0.13%11.71%
2024-0.94%1.75%2.78%-4.14%3.20%0.37%4.21%1.93%1.69%-2.23%4.02%-4.33%8.09%
20236.10%-3.04%0.47%0.65%-2.14%3.98%2.19%-2.13%-3.94%-2.86%7.25%5.93%12.23%
2022-3.91%-1.23%0.56%-5.48%0.47%-5.86%5.80%-3.53%-7.63%4.65%5.53%-3.19%-14.00%
2021-0.19%2.27%2.23%3.10%1.09%0.68%0.99%1.18%-2.76%3.24%-1.72%3.28%14.02%

Benchmark Metrics

Bill Schultheis Coffee House Portfolio has an annualized alpha of 0.68%, beta of 0.57, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

  • This portfolio participated in 67.82% of S&P 500 Index downside but only 59.66% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.68%
Beta
0.57
0.85
Upside Capture
59.66%
Downside Capture
67.82%

Expense Ratio

Bill Schultheis Coffee House Portfolio has an expense ratio of 0.05%, 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

Bill Schultheis Coffee House Portfolio ranks 62 for risk / return — better than 62% 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.


Bill Schultheis Coffee House Portfolio Risk / Return Rank: 6262
Overall Rank
Bill Schultheis Coffee House Portfolio Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
Bill Schultheis Coffee House Portfolio Sortino Ratio Rank: 7272
Sortino Ratio Rank
Bill Schultheis Coffee House Portfolio Omega Ratio Rank: 6767
Omega Ratio Rank
Bill Schultheis Coffee House Portfolio Calmar Ratio Rank: 5454
Calmar Ratio Rank
Bill Schultheis Coffee House Portfolio Martin Ratio Rank: 5353
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.57

2.23

+0.33

Sortino ratio

Return per unit of downside risk

3.69

3.12

+0.58

Omega ratio

Gain probability vs. loss probability

1.49

1.42

+0.07

Calmar ratio

Return relative to maximum drawdown

4.07

4.05

+0.03

Martin ratio

Return relative to average drawdown

16.57

17.91

-1.34


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
662.373.291.444.3119.24
BND
Vanguard Total Bond Market ETF
311.582.361.282.297.38
VTV
Vanguard Value ETF
762.623.771.475.3219.85
VNQ
Vanguard Real Estate ETF
281.261.771.232.548.05
VEA
Vanguard FTSE Developed Markets ETF
793.094.111.564.5718.43
VB
Vanguard Small-Cap ETF
592.102.991.374.7216.93
VBR
Vanguard Small-Cap Value ETF
602.193.191.384.6215.89

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.

Bill Schultheis Coffee House Portfolio Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 2.57
  • 5-Year: 0.51
  • 10-Year: 0.66
  • All Time: 0.75

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 2.13 to 3.05, 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 Bill Schultheis Coffee House Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Bill Schultheis Coffee House Portfolio provided a 2.84% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.84%2.90%2.87%2.70%2.50%2.06%2.24%2.51%2.81%2.44%2.56%2.53%
VOO
Vanguard S&P 500 ETF
1.14%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
BND
Vanguard Total Bond Market ETF
3.92%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VTV
Vanguard Value ETF
1.97%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
VNQ
Vanguard Real Estate ETF
3.75%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VEA
Vanguard FTSE Developed Markets ETF
2.77%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
VB
Vanguard Small-Cap ETF
1.29%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%
VBR
Vanguard Small-Cap Value ETF
1.84%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

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 Bill Schultheis Coffee House 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 Bill Schultheis Coffee House Portfolio was 24.01%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Bill Schultheis Coffee House Portfolio drawdown is 1.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.01%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-20.15%Nov 8, 2021236Oct 14, 2022434Jul 10, 2024670
-12.76%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-11.01%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-10.8%Dec 2, 202487Apr 8, 202555Jun 27, 2025142

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 7 assets, with an effective number of assets of 4.55, 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

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

BenchmarkBNDVNQVEAVBRVTVVBVOOPortfolio
Benchmark1.00-0.090.620.820.840.890.871.000.90
BND-0.091.000.15-0.04-0.10-0.12-0.08-0.080.12
VNQ0.620.151.000.560.660.650.660.620.79
VEA0.82-0.040.561.000.750.790.770.820.85
VBR0.84-0.100.660.751.000.890.970.830.92
VTV0.89-0.120.650.790.891.000.860.890.90
VB0.87-0.080.660.770.970.861.000.870.93
VOO1.00-0.080.620.820.830.890.871.000.90
Portfolio0.900.120.790.850.920.900.930.901.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010

AI Insight on Diversification


The portfolio is moderately diversified with a mix of asset classes that exhibit varying degrees of correlation. The correlation matrix reveals that the bond position (BND) has very low to slightly negative correlations with most equity positions, which supports diversification by providing a non-correlated asset class that can reduce overall portfolio volatility.

Within the equity components, there are several pairs with very high correlations, particularly among small-cap and value-oriented ETFs: VB and VBR have a correlation of 0.97, and VTV and VBR correlate at 0.89. These high correlations indicate overlapping exposures, which can reduce the benefits of diversification within the equity sleeve. Similarly, the large-cap growth and value ETFs (VOO, VTV) are strongly correlated with each other and with other equity ETFs, ranging from 0.83 to 0.9, suggesting a concentrated exposure to U.S. equities.

The international equity ETFs (VEA and VNQ) show moderate correlations with U.S. equity ETFs, with VEA correlating around 0.77 to 0.82 and VNQ somewhat lower at 0.56 to 0.65. VNQ, a real estate investment trust (REIT) ETF, has a relatively low correlation with bonds (0.15) and slightly negative correlations with some equity ETFs, which adds a useful diversification element.

The portfolio’s overall correlation with individual positions is highest with U.S. equity ETFs (VOO, VTV, VB, VBR), all above 0.9, indicating that U.S. equities dominate the portfolio’s risk and return profile. The bond position (BND) has a low correlation of 0.12 with the portfolio, reflecting its smaller influence on the portfolio’s behavior.

In summary, the portfolio leans toward a concentrated equity exposure dominated by U.S. stocks, with some diversification benefits coming from bonds and real estate. The very high correlations among small-cap and value ETFs suggest some redundancy in those holdings, which could be streamlined to improve diversification. Overall, the portfolio is moderately diversified but could benefit from further diversification within equities or increased allocation to less correlated asset classes.

Last updated Apr 11, 2026
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