Boring ETF strategy USD v6 (bis, backtest)

The chart shows the growth of an initial investment of $10,000 in Boring ETF strategy USD v6 (bis, backtest), 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 never rebalanced.

Based on dividend-adjusted daily data since Aug 11, 2025, Boring ETF strategy USD v6 (bis, backtest)'s average daily return is +0.16%, while the average monthly return is +3.42%. At this rate, an investment would double in approximately 1.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +17.4%, while the worst month was Mar 2026 at -7.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Boring ETF strategy USD v6 (bis, backtest) closed higher 55% of trading days. The best single day was Apr 8, 2026 with a return of +4.8%, while the worst single day was Jun 5, 2026 at -4.5%.

Boring ETF strategy USD v6 (bis, backtest) has an annualized alpha of 21.64%, beta of 1.25, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since August 11, 2025.

• This portfolio captured 236.39% of S&P 500 Index gains and 117.61% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 21.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Boring ETF strategy USD v6 (bis, backtest) has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for Boring ETF strategy USD v6 (bis, backtest). This metric is based on the past 12 months of trading data. Please check back later for updated information.

Boring ETF strategy USD v6 (bis, backtest) provided a 0.93% 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 Boring ETF strategy USD v6 (bis, backtest). 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 Boring ETF strategy USD v6 (bis, backtest) was 11.88%, occurring on Mar 30, 2026. Recovery took 11 trading sessions.

The current Boring ETF strategy USD v6 (bis, backtest) drawdown is 5.06%.

The chart below shows the rolling one-month volatility.