10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	20%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
SPY State Street SPDR S&P 500 ETF	S&P 500	20%
TSLA Tesla, Inc.	Consumer Cyclical	20%
TQQQ ProShares UltraPro QQQ	Leveraged Equities	10%
UPRO ProShares UltraPro S&P 500	Leveraged Equities, S&P 500	10%

Benchmark Against

Benchmark

S&P 500 Index

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Portfolio Optimizer

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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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Returns By Period

As of Jun 13, 2026, the 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD returned 12.57% Year-To-Date and 32.00% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD	1.11%	-1.76%	12.57%	12.19%	37.78%	25.75%	19.37%	32.00%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.37%	20.66%	19.57%	26.16%	14.90%	8.75%	12.91%
SPY State Street SPDR S&P 500 ETF	0.54%	-0.08%	9.07%	9.42%	24.27%	20.86%	13.36%	15.42%
TQQQ ProShares UltraPro QQQ	1.99%	0.36%	47.28%	47.23%	106.26%	59.79%	24.34%	44.55%
TSLA Tesla, Inc.	1.82%	-8.72%	-9.63%	-11.45%	27.36%	16.25%	14.86%	39.72%
UPRO ProShares UltraPro S&P 500	1.54%	-1.71%	20.70%	21.09%	64.83%	46.83%	21.40%	29.76%
VOO Vanguard S&P 500 ETF	0.55%	-0.07%	9.08%	9.44%	24.36%	20.95%	13.43%	15.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD's average daily return is +0.13%, while the average monthly return is +2.62%. At this rate, an investment would double in approximately 2.2 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 56% 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%	13.19%	10.01%	-3.51%							12.57%
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 12.15%, beta of 1.46, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

This portfolio captured 208.64% of S&P 500 Index gains and 127.38% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 12.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.15%

Beta: 1.46

R²: 0.75

Upside Capture: 208.64%

Downside Capture: 127.38%

See how alpha, beta & R² have trended over time →

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.

TQQQ

ProShares UltraPro QQQ

UPRO

ProShares UltraPro S&P 500

SPY

State Street SPDR S&P 500 ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD ranks 42 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

The table below presents risk-adjusted performance metrics for 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.79	1.86	-0.07
Sortino ratioReturn per unit of downside risk	2.34	2.53	-0.19
Omega ratioGain probability vs. loss probability	1.30	1.34	-0.03
Calmar ratioReturn relative to maximum drawdown	2.97	2.53	+0.43
Martin ratioReturn relative to average drawdown	11.30	11.37	-0.07

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	87	2.41	3.72	1.43	5.70	13.97
SPY State Street SPDR S&P 500 ETF	70	1.98	2.68	1.36	2.74	12.39
TQQQ ProShares UltraPro QQQ	64	2.09	2.42	1.32	2.89	9.26
TSLA Tesla, Inc.	61	0.62	1.13	1.13	0.92	2.10
UPRO ProShares UltraPro S&P 500	57	1.77	2.23	1.30	2.43	10.01
VOO Vanguard S&P 500 ETF	70	1.99	2.70	1.36	2.75	12.42

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.

The current 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD Sharpe ratio is 1.79 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD 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

10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD provided a 1.16% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.16%	1.35%	1.44%	1.47%	1.46%	1.05%	1.26%	1.37%	1.51%	1.24%	1.40%	1.46%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.22%	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	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
TQQQ ProShares UltraPro QQQ	0.41%	0.65%	1.27%	1.26%	0.57%	0.00%	0.00%	0.06%	0.11%	0.00%	0.00%	0.01%
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%
UPRO ProShares UltraPro S&P 500	0.72%	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	1.05%	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 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 3.67%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-47.49%Mar 2020	1mo 2d	3mo 11d	4mo 13dFeb 2020 - Jul 2020
2023 bear market2023	-38.42%Jan 2023	1y 1d	6mo 14d	1y 6moJan 2022 - Jul 2023
2025 selloff2025	-31.96%Apr 2025	3mo 21d	5mo 7d	8mo 28dDec 2024 - Sep 2025
Rate-hike selloffLate 2018	-25.28%Dec 2018	4mo 18d	6mo 20d	11mo 8dAug 2018 - Jul 2019
2016 bear market2016	-25.15%Feb 2016	6mo 25d	6mo 6d	1y 26dJul 2015 - Aug 2016

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.19	1.15	1.14	1.16	1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD correlation to the S&P 500 Index

10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD has a 0.91 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while TSLA has the lowest at 0.46.

0.46

0.82

0.90

1.00

1.00

1.00

Portfolio Correlations

Correlation vs. 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD. TQQQ has the highest portfolio correlation at 0.87, while SCHD has the lowest at 0.67.

0.67

0.79

0.86

0.86

0.86

0.87

Asset Correlations Table

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

	TSLA	SCHD	TQQQ	VOO	SPY	UPRO
TSLA	1.00	0.30	0.53	0.46	0.46	0.46
SCHD	0.30	1.00	0.63	0.82	0.82	0.82
TQQQ	0.53	0.63	1.00	0.90	0.90	0.90
VOO	0.46	0.82	0.90	1.00	1.00	1.00
SPY	0.46	0.82	0.90	1.00	1.00	1.00
UPRO	0.46	0.82	0.90	1.00	1.00	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2011

Diversification Analysis

Find what 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD is missing

See which holdings overlap, where 10 TQQQ 10 UPRO 20 SPY 20 TSLA 20 VOO 20 SCHD is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification