Taxable Brokerage

The chart shows the growth of an initial investment of $10,000 in Taxable Brokerage, 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.

As of Jul 31, 2026, the Taxable Brokerage returned 19.00% Year-To-Date and 17.51% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 29, 2004, Taxable Brokerage's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +14.8%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Taxable Brokerage closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -12.2%.

Taxable Brokerage has an annualized alpha of 3.17%, beta of 1.03, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since September 29, 2004.

• This portfolio captured 117.90% of S&P 500 Index gains and 101.32% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.17% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.03 and R2 of 0.97, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Taxable Brokerage has an expense ratio of 0.06%, 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.

Taxable Brokerage ranks 81 for risk / return — above 81% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

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 Taxable Brokerage Sharpe ratio is 1.99 as of Jul 31, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.12 to 1.93, 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 Taxable Brokerage compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Taxable Brokerage provided a 1.05% 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 Taxable Brokerage. 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 Taxable Brokerage was 54.94%, occurring on Mar 9, 2009. Recovery took 489 trading sessions.

The current Taxable Brokerage drawdown is 3.28%.

The chart below shows the rolling one-month volatility.