PortfoliosLab logoPortfoliosLab logo
2025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 2025

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025, 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.


Loading charts...

Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2025
0.48%0.06%7.51%7.87%25.94%20.50%12.15%
GLD
SPDR Gold Shares
0.06%-9.52%-2.47%-2.25%22.21%28.89%17.08%12.15%
GOOGL
Alphabet Inc. Class A
0.53%-9.30%15.06%16.44%106.51%43.10%24.46%25.76%
SCHX
Schwab U.S. Large-Cap ETF
0.48%-0.68%8.86%9.10%25.11%20.84%12.76%15.35%
SPEM
SPDR Portfolio Emerging Markets ETF
0.87%-0.13%11.32%13.11%27.73%17.37%5.60%9.63%
SPYM
State Street SPDR Portfolio S&P 500 ETF
0.53%-0.85%9.10%9.42%25.76%20.95%13.43%15.52%
TLT
iShares 20+ Year Treasury Bond ETF
-0.24%1.40%0.27%0.45%3.88%-1.38%-6.53%-1.75%
XLC
Communication Services Select Sector SPDR Fund
-0.42%-4.66%-4.85%-3.59%10.19%21.60%8.03%
XLE
State Street Energy Select Sector SPDR ETF
0.75%-0.90%29.56%28.37%34.84%16.18%20.12%9.91%
XLF
State Street Financial Select Sector SPDR ETF
1.37%4.00%-2.11%-2.09%8.41%18.86%9.15%13.33%
XLI
Industrial Select Sector SPDR Fund
0.59%0.96%13.90%13.10%25.17%20.87%12.93%14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 19, 2018, 2025's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -9.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.52%0.49%-5.30%8.93%2.69%-1.49%7.51%
20253.64%-1.17%-3.90%-0.64%4.92%4.29%1.74%2.81%4.50%2.18%1.66%0.07%21.60%
20240.83%3.83%3.80%-2.81%4.33%2.39%1.77%2.10%2.53%-0.54%5.10%-2.42%22.60%
20237.00%-3.41%3.97%1.62%0.34%5.02%3.64%-1.79%-4.43%-2.21%8.35%4.65%24.10%
2022-4.08%-2.25%2.66%-9.00%0.41%-7.31%7.24%-3.62%-9.10%5.69%6.20%-5.20%-18.49%
2021-0.74%3.16%3.66%5.32%1.18%1.54%2.26%2.93%-4.39%6.04%-1.72%3.85%25.12%

Benchmark Metrics

2025 has an annualized alpha of 2.37%, beta of 0.86, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 19, 2018.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.04%) than losses (87.98%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.37% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.86 and R2 of 0.98, 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
2.37%
Beta
0.86
0.98
Upside Capture
92.04%
Downside Capture
87.98%

Expense Ratio

2025 has an expense ratio of 0.08%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

2025 ranks 72 for risk / return — better than 72% 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.


2025 Risk / Return Rank: 7272
Overall Rank
2025 Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
2025 Sortino Ratio Rank: 7676
Sortino Ratio Rank
2025 Omega Ratio Rank: 7373
Omega Ratio Rank
2025 Calmar Ratio Rank: 6464
Calmar Ratio Rank
2025 Martin Ratio Rank: 7676
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 2025 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.28

1.86

+0.42

Sortino ratioReturn per unit of downside risk

3.21

2.53

+0.68

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

3.12

2.53

+0.59

Martin ratioReturn relative to average drawdown

14.69

11.37

+3.32


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

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 2025 Sharpe ratio is 2.28 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 1.53 to 2.41, 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 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

2025 provided a 1.47% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.47%1.44%1.51%1.54%1.66%1.29%1.49%1.75%1.88%1.48%3.21%1.74%
GLD
SPDR Gold 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%
GOOGL
Alphabet Inc. Class A
0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.02%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%
SPEM
SPDR Portfolio Emerging Markets ETF
2.49%2.77%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%
SPYM
State Street SPDR Portfolio S&P 500 ETF
1.29%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%
TLT
iShares 20+ Year Treasury Bond ETF
4.56%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.59%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%
XLF
State Street Financial Select Sector SPDR ETF
1.49%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%
XLI
Industrial Select Sector SPDR Fund
1.16%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2025. 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 2025 was 30.00%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current 2025 drawdown is 1.61%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.00%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-23.90%Oct 2022
9mo 10d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-16.41%Dec 2018
3mo 26d3mo 8d
7mo 4dAug 2018 - Apr 2019
2025 selloff2025
-15.56%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
2020 pullback2020
-8.81%Sep 2020
20d1mo 17d
2mo 7dSep 2020 - Nov 2020

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 7.10, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.43

1.32

1.27

1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025 correlation to the S&P 500 Index

2025 has a 0.96 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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

0.98


Benchmark Correlations

Correlation vs. S&P 500 Index. SPYM has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.06.

TLT
-0.06
GLD
0.09
XLU
0.39
XLE
0.42
XLP
0.49
XLV
0.66
SPEM
0.67
GOOGL
0.70
XLF
0.74
XLI
0.80
XLC
0.81
XLY
0.86
XLK
0.90
SCHX
1.00
SPYM
1.00

Portfolio Correlations

Correlation vs. 2025. SPYM has the highest portfolio correlation at 0.98, while TLT has the lowest at -0.00.

TLT
-0.00
GLD
0.16
XLU
0.43
XLE
0.44
XLP
0.51
XLV
0.66
SPEM
0.70
XLF
0.75
GOOGL
0.75
XLI
0.80
XLC
0.85
XLK
0.85
XLY
0.85
SCHX
0.98
SPYM
0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Jun 19, 2018
Diversification Analysis

Find what 2025 is missing

See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification