Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 20% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, S&P 500 | 10% |
VOO Vanguard S&P 500 ETF | S&P 500 | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 3, 2026, the 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD returned -6.04% Year-To-Date and 29.33% 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 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD | -0.85% | -5.32% | -6.04% | -4.14% | 22.58% | 24.92% | 16.38% | 29.33% |
| Portfolio components: | ||||||||
TQQQ ProShares UltraPro QQQ | 0.23% | -9.77% | -17.68% | -18.09% | 45.61% | 47.33% | 13.60% | 35.51% |
UPRO ProShares UltraPro S&P 500 | 0.21% | -11.26% | -13.96% | -11.61% | 31.98% | 37.93% | 17.21% | 25.67% |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
SPY State Street SPDR S&P 500 ETF | 0.09% | -3.34% | -3.56% | -1.44% | 17.51% | 18.37% | 11.88% | 14.11% |
TSLA Tesla, Inc. | -5.42% | -8.11% | -19.82% | -17.30% | 27.53% | 22.79% | 10.33% | 36.16% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD's average daily return is +0.12%, while the average monthly return is +2.54%. At this rate, your investment would double in approximately 2.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Aug 2020 with a return of +40.8%, while the worst month was Mar 2020 at -20.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -16.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.05% | -1.33% | -6.94% | 0.28% | -6.04% | ||||||||
| 2025 | 2.62% | -6.73% | -8.48% | -2.10% | 10.57% | 4.37% | 1.81% | 3.88% | 9.17% | 3.20% | -1.35% | 0.50% | 16.89% |
| 2024 | -3.47% | 6.93% | 1.56% | -5.31% | 5.73% | 6.39% | 3.34% | 0.86% | 5.67% | -2.11% | 13.49% | 0.39% | 37.14% |
| 2023 | 16.18% | 1.83% | 5.29% | -4.93% | 8.17% | 15.11% | 4.80% | -3.43% | -7.00% | -8.99% | 16.93% | 7.57% | 58.88% |
| 2022 | -9.04% | -5.16% | 8.47% | -13.63% | -2.27% | -10.94% | 14.47% | -5.73% | -9.78% | 4.83% | 3.11% | -11.20% | -34.26% |
| 2021 | 1.50% | -0.46% | 5.07% | 7.20% | -1.52% | 4.85% | 3.10% | 5.40% | -5.62% | 17.07% | 0.29% | 3.02% | 45.78% |
Benchmark Metrics
10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD has an annualized alpha of 12.35%, beta of 1.46, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio captured 209.40% of S&P 500 Index gains and 127.01% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 12.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.35%
- Beta
- 1.46
- R²
- 0.75
- Upside Capture
- 209.40%
- Downside Capture
- 127.01%
Expense Ratio
10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD has an expense ratio of 0.22%, 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
10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD ranks 21 for risk / return — below 21% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.88 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.37 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.39 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.91 | 6.43 | -0.53 |
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 | |
|---|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 41 | 0.68 | 1.36 | 1.19 | 1.32 | 3.99 |
UPRO ProShares UltraPro S&P 500 | 35 | 0.59 | 1.17 | 1.17 | 1.03 | 4.06 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
SPY State Street SPDR S&P 500 ETF | 53 | 0.92 | 1.45 | 1.22 | 1.51 | 7.11 |
TSLA Tesla, Inc. | 60 | 0.50 | 1.10 | 1.13 | 1.25 | 3.01 |
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Dividends
Dividend yield
10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD provided a 1.33% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.33% | 1.35% | 1.44% | 1.47% | 1.46% | 1.05% | 1.26% | 1.37% | 1.51% | 1.24% | 1.40% | 1.46% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 0.73% | 0.65% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% |
UPRO ProShares UltraPro S&P 500 | 1.01% | 0.84% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% |
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
TSLA Tesla, 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% |
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 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD. 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 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD was 47.49%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.
The current 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD drawdown is 8.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -38.42% | Jan 4, 2022 | 253 | Jan 5, 2023 | 132 | Jul 18, 2023 | 385 |
| -31.96% | Dec 18, 2024 | 75 | Apr 8, 2025 | 108 | Sep 12, 2025 | 183 |
| -25.28% | Aug 8, 2018 | 96 | Dec 24, 2018 | 137 | Jul 12, 2019 | 233 |
| -25.15% | Jul 21, 2015 | 143 | Feb 11, 2016 | 128 | Aug 15, 2016 | 271 |
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 5.56, 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 | TSLA | SCHD | TQQQ | VOO | SPY | UPRO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.46 | 0.82 | 0.90 | 1.00 | 1.00 | 1.00 | 0.86 |
| TSLA | 0.46 | 1.00 | 0.30 | 0.52 | 0.46 | 0.46 | 0.46 | 0.79 |
| SCHD | 0.82 | 0.30 | 1.00 | 0.63 | 0.82 | 0.83 | 0.83 | 0.67 |
| TQQQ | 0.90 | 0.52 | 0.63 | 1.00 | 0.90 | 0.90 | 0.90 | 0.87 |
| VOO | 1.00 | 0.46 | 0.82 | 0.90 | 1.00 | 1.00 | 1.00 | 0.86 |
| SPY | 1.00 | 0.46 | 0.83 | 0.90 | 1.00 | 1.00 | 1.00 | 0.86 |
| UPRO | 1.00 | 0.46 | 0.83 | 0.90 | 1.00 | 1.00 | 1.00 | 0.86 |
| Portfolio | 0.86 | 0.79 | 0.67 | 0.87 | 0.86 | 0.86 | 0.86 | 1.00 |