3 year portfolio

The chart shows the growth of an initial investment of $10,000 in 3 year 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.

Based on dividend-adjusted daily data since Jan 12, 2024, 3 year portfolio's average daily return is +0.17%, while the average monthly return is +3.48%. At this rate, your investment would double in approximately 1.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Sep 2025 with a return of +19.0%, while the worst month was Feb 2026 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3 year portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.5%, while the worst single day was Mar 10, 2025 at -7.4%.

3 year portfolio has an annualized alpha of 24.52%, beta of 1.40, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio captured 257.79% of S&P 500 Index gains and 112.87% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 24.52% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

3 year portfolio has an expense ratio of 0.17%, 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.

3 year 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.

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.

3 year portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.47
• All Time: 1.72

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 1.00 to 1.69, 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 3 year portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3 year portfolio provided a 0.77% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 3 year 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 3 year portfolio was 25.08%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current 3 year portfolio drawdown is 19.11%.

The chart below shows the rolling one-month volatility.