2026-03-26

Asset Allocation

Position	Category/Sector	Target Weight
DLR Digital Realty Trust, Inc.	Real Estate	7.25%
VOO Vanguard S&P 500 ETF	S&P 500	7.08%
PWR Quanta Services, Inc.	Industrials	7%
GOOG Alphabet Inc	Communication Services	6.77%
AMZN Amazon.com, Inc	Consumer Cyclical	6.21%
AAPL Apple Inc	Technology	6%
GEV GE Vernova Inc.	Industrials	5.61%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	5.45%
ARM Arm Holdings plc American Depositary Shares	Technology	4.78%
MU Micron Technology, Inc.	Technology	4.64%
SNDK Sandisk Corporation	Technology	4.36%
EMXC iShares MSCI Emerging Markets ex China ETF	Emerging Markets Equities	3.95%
CAT Caterpillar Inc.	Industrials	3.85%
CPER United States Copper Index Fund	Copper, Metals	3.83%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	3.83%
EQIX Equinix, Inc.	Real Estate	3.71%
XME SPDR S&P Metals & Mining ETF	Materials	3.43%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	3.35%
ASML ASML Holding N.V.	Technology	3.17%
GS The Goldman Sachs Group, Inc.	Financial Services	3.07%
NVDA NVIDIA Corporation	Technology	2.66%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026-03-26, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio 2026-03-26	4.01%	14.55%	76.69%	80.90%	150.06%	—	—	—
Portfolio components:
AAPL Apple Inc	1.82%	-1.27%	9.24%	8.34%	51.49%	17.58%	18.50%	29.88%
AMZN Amazon.com, Inc	3.13%	-6.86%	6.59%	10.55%	15.99%	25.16%	7.58%	21.42%
ARM Arm Holdings plc American Depositary Shares	8.33%	97.24%	277.41%	231.71%	204.35%	—	—	—
ASML ASML Holding N.V.	1.56%	26.03%	77.53%	74.60%	150.66%	39.28%	23.28%	36.21%
CAT Caterpillar Inc.	2.57%	5.14%	63.72%	59.03%	164.40%	58.53%	36.30%	31.48%
CPER United States Copper Index Fund	0.25%	3.96%	13.42%	19.61%	33.19%	18.43%	8.39%	11.25%
DLR Digital Realty Trust, Inc.	1.05%	-1.26%	21.13%	22.57%	9.04%	24.50%	6.84%	9.82%
EMXC iShares MSCI Emerging Markets ex China ETF	3.83%	10.65%	42.50%	47.59%	74.22%	27.88%	13.21%	—
EQIX Equinix, Inc.	0.81%	0.96%	40.37%	41.25%	21.95%	13.35%	7.71%	13.17%
GEV GE Vernova Inc.	4.08%	-6.69%	50.00%	43.89%	105.08%	—	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 24, 2025, 2026-03-26's average daily return is +0.31%, while the average monthly return is +6.11%. At this rate, an investment would double in approximately 1.0 years.

Historically, 82% of months were positive and 18% were negative. The best month was Apr 2026 with a return of +23.4%, while the worst month was Mar 2025 at -6.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2026-03-26 closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was Apr 3, 2025 at -7.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	15.41%	5.20%	-3.00%	23.37%	15.44%	5.34%							76.69%
2025		-3.25%	-6.22%	0.39%	10.25%	10.07%	2.37%	2.30%	13.25%	11.35%	0.31%	1.36%	48.41%

Benchmark Metrics

2026-03-26 has an annualized alpha of 66.08%, beta of 1.44, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since February 24, 2025.

This portfolio captured 395.50% of S&P 500 Index gains but only 6.05% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 66.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 66.08%

Beta: 1.44

R²: 0.76

Upside Capture: 395.50%

Downside Capture: 6.05%

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

Expense Ratio

2026-03-26 has an expense ratio of 0.10%, 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.

CPER

United States Copper Index Fund

EMXC

iShares MSCI Emerging Markets ex China ETF

XME

SPDR S&P Metals & Mining ETF

SOXX

iShares Semiconductor ETF

XLE

State Street Energy Select Sector SPDR ETF

VBK

Vanguard Small-Cap Growth ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

2026-03-26 ranks 99 for risk / return — in the top 99% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 2026-03-26 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	5.78	2.14	+3.64
Sortino ratioReturn per unit of downside risk	5.82	2.89	+2.93
Omega ratioGain probability vs. loss probability	1.86	1.39	+0.48
Calmar ratioReturn relative to maximum drawdown	16.38	2.91	+13.46
Martin ratioReturn relative to average drawdown	63.38	13.08	+50.30

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
AAPL Apple Inc	89	2.28	3.18	1.41	3.75	9.31
AMZN Amazon.com, Inc	57	0.53	0.94	1.12	0.74	1.74
ARM Arm Holdings plc American Depositary Shares	92	2.97	3.43	1.44	4.96	9.74
ASML ASML Holding N.V.	96	3.56	3.91	1.48	8.49	22.87
CAT Caterpillar Inc.	98	4.70	5.22	1.67	11.92	39.03
CPER United States Copper Index Fund	29	0.96	1.31	1.22	1.35	2.78
DLR Digital Realty Trust, Inc.	53	0.40	0.73	1.08	0.54	1.32
EMXC iShares MSCI Emerging Markets ex China ETF	91	3.09	3.70	1.56	5.18	19.92
EQIX Equinix, Inc.	65	0.84	1.29	1.19	1.17	2.10
GEV GE Vernova Inc.	89	2.15	2.89	1.35	4.30	12.61

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. Learn how to interpret the Sharpe ratio.

The current 2026-03-26 Sharpe ratio is 5.78 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2026-03-26 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

2026-03-26 provided a 0.72% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.72%	0.88%	0.90%	0.98%	1.24%	0.83%	0.98%	1.31%	1.25%	0.93%	1.01%	1.39%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
ARM Arm Holdings plc American Depositary Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.46%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
CAT Caterpillar Inc.	0.65%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CPER United States Copper Index Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DLR Digital Realty Trust, Inc.	2.64%	3.15%	2.75%	3.63%	4.87%	2.62%	3.21%	3.61%	3.79%	3.27%	3.58%	4.50%
EMXC iShares MSCI Emerging Markets ex China ETF	2.56%	2.82%	2.69%	1.83%	2.85%	1.78%	1.45%	3.25%	2.63%	0.99%	0.00%	0.00%
EQIX Equinix, Inc.	1.85%	2.45%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%
GEV GE Vernova Inc.	0.15%	0.11%	0.08%	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 2026-03-26. 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 2026-03-26 was 21.31%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current 2026-03-26 drawdown is 2.10%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-21.31%Apr 2025	1mo 13d	1mo 5d	2mo 18dFeb 2025 - May 2025
2026 pullback2026	-9.22%Jun 2026	6d	5d	11dJun 2026 - Jun 2026
2025 pullback2025	-8.67%Nov 2025	9d	20d	29dNov 2025 - Dec 2025
2026 pullback2026	-8.66%Mar 2026	1mo 2d	9d	1mo 11dFeb 2026 - Apr 2026
2025 pullback2025	-7.33%Dec 2025	5d	16d	21dDec 2025 - Jan 2026

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 21 assets, with an effective number of assets of 19.24, 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	All Time
Diversification Ratio	1.57	1.41

The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026-03-26 correlation to the S&P 500 Index

2026-03-26 has a 0.81 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	0.81
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while XLE has the lowest at 0.10.

0.10

0.41

0.43

0.44

0.51

0.52

0.55

0.56

0.57

0.57

0.60

0.61

0.64

0.64

0.65

0.65

0.72

0.73

SOXX

0.75

VBK

0.85

VOO

1.00

Portfolio Correlations

Correlation vs. 2026-03-26. SOXX has the highest portfolio correlation at 0.87, while XLE has the lowest at 0.11.

0.11

0.42

0.44

0.45

0.52

0.56

0.57

0.63

0.64

0.65

0.68

0.69

0.69

0.69

0.72

0.77

0.78

0.80

0.83

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.

	XLE	CPER	AAPL	EQIX	SNDK	DLR	GOOG	AMZN	GEV	NVDA	ARM	PWR	MU	XME	GS	CAT	ASML	EMXC	VBK	SOXX	VOO
XLE	1.00	0.12	0.10	0.08	0.07	0.09	-0.01	-0.00	0.06	0.01	0.07	0.09	0.05	0.16	0.10	0.17	0.01	0.06	0.15	0.12	0.10
CPER	0.12	1.00	0.16	0.23	0.21	0.29	0.22	0.22	0.28	0.29	0.23	0.27	0.25	0.55	0.37	0.35	0.36	0.51	0.38	0.37	0.42
AAPL	0.10	0.16	1.00	0.25	0.19	0.23	0.39	0.37	0.19	0.27	0.29	0.25	0.24	0.30	0.42	0.38	0.38	0.34	0.43	0.39	0.58
EQIX	0.08	0.23	0.25	1.00	0.18	0.70	0.29	0.22	0.32	0.23	0.33	0.34	0.25	0.31	0.36	0.36	0.31	0.36	0.44	0.38	0.45
SNDK	0.07	0.21	0.19	0.18	1.00	0.20	0.31	0.29	0.33	0.31	0.36	0.40	0.63	0.42	0.28	0.41	0.40	0.45	0.46	0.53	0.43
DLR	0.09	0.29	0.23	0.70	0.20	1.00	0.35	0.28	0.44	0.38	0.37	0.46	0.30	0.38	0.40	0.42	0.41	0.44	0.52	0.43	0.51
GOOG	-0.01	0.22	0.39	0.29	0.31	0.35	1.00	0.55	0.27	0.43	0.39	0.33	0.39	0.32	0.43	0.40	0.44	0.49	0.47	0.48	0.61
AMZN	-0.00	0.22	0.37	0.22	0.29	0.28	0.55	1.00	0.36	0.48	0.40	0.33	0.43	0.33	0.41	0.33	0.44	0.45	0.53	0.51	0.65
GEV	0.06	0.28	0.19	0.32	0.33	0.44	0.27	0.36	1.00	0.52	0.45	0.67	0.39	0.43	0.45	0.49	0.42	0.43	0.52	0.52	0.52
NVDA	0.01	0.29	0.27	0.23	0.31	0.38	0.43	0.48	0.52	1.00	0.47	0.47	0.53	0.38	0.47	0.39	0.56	0.50	0.49	0.62	0.64
ARM	0.07	0.23	0.29	0.33	0.36	0.37	0.39	0.40	0.45	0.47	1.00	0.43	0.50	0.40	0.48	0.45	0.53	0.58	0.57	0.68	0.60
PWR	0.09	0.27	0.25	0.34	0.40	0.46	0.33	0.33	0.67	0.47	0.43	1.00	0.46	0.51	0.45	0.60	0.46	0.46	0.62	0.60	0.55
MU	0.05	0.25	0.24	0.25	0.63	0.30	0.39	0.43	0.39	0.53	0.50	0.46	1.00	0.44	0.39	0.43	0.60	0.61	0.52	0.75	0.55
XME	0.16	0.55	0.30	0.31	0.42	0.38	0.32	0.33	0.43	0.38	0.40	0.51	0.44	1.00	0.52	0.55	0.46	0.56	0.68	0.56	0.57
GS	0.10	0.37	0.42	0.36	0.28	0.40	0.43	0.41	0.45	0.47	0.48	0.45	0.39	0.52	1.00	0.58	0.54	0.55	0.71	0.56	0.74
CAT	0.17	0.35	0.38	0.36	0.41	0.42	0.40	0.33	0.49	0.39	0.45	0.60	0.43	0.55	0.58	1.00	0.56	0.56	0.70	0.66	0.65
ASML	0.01	0.36	0.38	0.31	0.40	0.41	0.44	0.44	0.42	0.56	0.53	0.46	0.60	0.46	0.54	0.56	1.00	0.63	0.60	0.78	0.64
EMXC	0.06	0.51	0.34	0.36	0.45	0.44	0.49	0.45	0.43	0.50	0.58	0.46	0.61	0.56	0.55	0.56	0.63	1.00	0.68	0.72	0.72
VBK	0.15	0.38	0.43	0.44	0.46	0.52	0.47	0.53	0.52	0.49	0.57	0.62	0.52	0.68	0.71	0.70	0.60	0.68	1.00	0.73	0.85
SOXX	0.12	0.37	0.39	0.38	0.53	0.43	0.48	0.51	0.52	0.62	0.68	0.60	0.75	0.56	0.56	0.66	0.78	0.72	0.73	1.00	0.75
VOO	0.10	0.42	0.58	0.45	0.43	0.51	0.61	0.65	0.52	0.64	0.60	0.55	0.55	0.57	0.74	0.65	0.64	0.72	0.85	0.75	1.00

The correlation results are calculated based on daily price changes starting from Feb 24, 2025

Diversification Analysis

Find what 2026-03-26 is missing

See which holdings overlap, where 2026-03-26 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification