Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DIA SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 33.33% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 33.33% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPY+QQQ+DIA, 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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The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of Apr 2, 2026, the SPY+QQQ+DIA returned -3.72% Year-To-Date and 15.28% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -4.45% | -3.95% | -2.02% | 16.73% | 16.96% | 10.34% | 12.24% |
Portfolio SPY+QQQ+DIA | 0.83% | -4.23% | -3.72% | -1.09% | 18.37% | 18.45% | 11.54% | 15.28% |
| Portfolio components: | ||||||||
SPY State Street SPDR S&P 500 ETF | 0.75% | -4.28% | -3.65% | -1.42% | 18.14% | 18.48% | 11.86% | 14.06% |
QQQ Invesco QQQ ETF | 1.24% | -3.79% | -4.76% | -2.89% | 24.21% | 22.83% | 13.16% | 18.99% |
DIA SPDR Dow Jones Industrial Average ETF | 0.49% | -4.64% | -2.78% | 1.02% | 12.67% | 13.76% | 8.92% | 12.28% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 11, 1999, SPY+QQQ+DIA's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Oct 2008 at -15.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SPY+QQQ+DIA closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +13.1%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.50% | -0.98% | -4.99% | 0.83% | -3.72% | ||||||||
| 2025 | 3.19% | -1.79% | -5.72% | -0.89% | 6.56% | 5.37% | 1.64% | 2.13% | 3.63% | 3.26% | -0.32% | 0.11% | 17.87% |
| 2024 | 1.55% | 4.31% | 2.26% | -4.43% | 4.62% | 3.76% | 1.34% | 1.81% | 2.22% | -1.00% | 6.38% | -2.39% | 21.84% |
| 2023 | 6.63% | -2.25% | 5.24% | 1.56% | 1.70% | 5.80% | 3.54% | -1.71% | -4.43% | -1.84% | 9.70% | 5.03% | 31.85% |
| 2022 | -5.77% | -3.53% | 3.60% | -9.10% | -0.29% | -7.87% | 9.52% | -4.34% | -9.52% | 8.72% | 5.69% | -6.20% | -19.65% |
| 2021 | -0.89% | 2.01% | 4.43% | 4.64% | 0.52% | 2.84% | 2.22% | 2.88% | -4.86% | 6.94% | -0.75% | 3.71% | 25.78% |
Benchmark Metrics
SPY+QQQ+DIA has an annualized alpha of 2.82%, beta of 1.02, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since March 11, 1999.
- This portfolio captured 116.57% of S&P 500 Index gains and 101.86% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 2.82% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.02 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.82%
- Beta
- 1.02
- R²
- 0.94
- Upside Capture
- 116.57%
- Downside Capture
- 101.86%
Expense Ratio
SPY+QQQ+DIA has an expense ratio of 0.14%, 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
SPY+QQQ+DIA ranks 32 for risk / return — below 32% 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 | 0.97 | 0.92 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.41 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.41 | +0.17 |
Martin ratioReturn relative to average drawdown | 7.06 | 6.61 | +0.45 |
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 | |
|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 59 | 0.96 | 1.49 | 1.23 | 1.53 | 7.27 |
QQQ Invesco QQQ ETF | 65 | 1.07 | 1.66 | 1.24 | 2.00 | 7.32 |
DIA SPDR Dow Jones Industrial Average ETF | 41 | 0.76 | 1.19 | 1.16 | 1.17 | 4.26 |
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Dividends
Dividend yield
SPY+QQQ+DIA provided a 1.04% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.04% | 0.98% | 1.12% | 1.27% | 1.46% | 1.07% | 1.32% | 1.45% | 1.73% | 1.53% | 1.78% | 1.80% |
| Portfolio components: | ||||||||||||
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% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
DIA SPDR Dow Jones Industrial Average ETF | 1.51% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
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 SPY+QQQ+DIA. 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 SPY+QQQ+DIA was 58.81%, occurring on Oct 9, 2002. Recovery took 2340 trading sessions.
The current SPY+QQQ+DIA drawdown is 5.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.81% | Mar 27, 2000 | 637 | Oct 9, 2002 | 2340 | Jan 25, 2012 | 2977 |
| -32.54% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -26.04% | Jan 4, 2022 | 195 | Oct 12, 2022 | 285 | Nov 30, 2023 | 480 |
| -19.97% | Oct 4, 2018 | 56 | Dec 24, 2018 | 75 | Apr 12, 2019 | 131 |
| -19% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | QQQ | DIA | SPY | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.87 | 0.92 | 0.98 | 0.97 |
| QQQ | 0.87 | 1.00 | 0.74 | 0.87 | 0.94 |
| DIA | 0.92 | 0.74 | 1.00 | 0.93 | 0.91 |
| SPY | 0.98 | 0.87 | 0.93 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.94 | 0.91 | 0.97 | 1.00 |