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Alpha Weekly

Last updated Mar 2, 2024

Asset Allocation


SMCI 4%SAIA 4%DECK 4%FTV 4%FIX 4%RACE 4%CLF 4%MDB 4%GWW 4%BBVA 4%XPO 4%EXP 4%ETSY 4%STLA 4%CI 4%NVDA 4%PH 4%AMZN 4%MSCI 4%NVT 4%HUBB 4%WCC 4%BILL 4%FN 4%CMG 4%EquityEquity
PositionCategory/SectorWeight
SMCI

4%

SAIA

4%

DECK
Deckers Outdoor Corporation
Consumer Cyclical

4%

FTV
Fortive Corporation
Technology

4%

FIX
Comfort Systems USA, Inc.
Industrials

4%

RACE
Ferrari N.V.
Consumer Cyclical

4%

CLF
Cleveland-Cliffs Inc.
Basic Materials

4%

MDB
MongoDB, Inc.
Technology

4%

GWW
W.W. Grainger, Inc.
Industrials

4%

BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Financial Services

4%

XPO

4%

EXP
Eagle Materials Inc.
Basic Materials

4%

ETSY
Etsy, Inc.
Consumer Cyclical

4%

STLA

4%

CI
Cigna Corporation
Healthcare

4%

NVDA
NVIDIA Corporation
Technology

4%

PH
Parker-Hannifin Corporation
Industrials

4%

AMZN
Amazon.com, Inc.
Consumer Cyclical

4%

MSCI
MSCI Inc.
Financial Services

4%

NVT
nVent Electric plc
Industrials

4%

HUBB
Hubbell Incorporated
Industrials

4%

WCC

4%

BILL
Bill.com Holdings, Inc.
Technology

4%

FN
Fabrinet
Technology

4%

CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical

4%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Alpha Weekly, 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 Quarterly


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
343.89%
62.13%
Alpha Weekly
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2019, corresponding to the inception date of BILL

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Alpha Weekly24.49%8.96%35.61%75.61%N/AN/A
SMCI
218.54%56.22%220.91%825.56%N/AN/A
SAIA
32.25%8.43%32.14%96.03%N/AN/A
DECK
Deckers Outdoor Corporation
35.14%2.41%69.55%110.85%43.65%28.43%
FTV
Fortive Corporation
16.42%3.25%8.61%26.18%4.84%N/A
FIX
Comfort Systems USA, Inc.
52.88%35.95%69.29%109.22%43.48%35.38%
RACE
Ferrari N.V.
25.68%12.16%37.96%57.83%27.31%N/A
CLF
Cleveland-Cliffs Inc.
3.23%3.64%35.91%-7.50%15.24%1.84%
MDB
MongoDB, Inc.
6.85%0.19%11.19%99.42%33.24%N/A
GWW
W.W. Grainger, Inc.
18.60%1.06%38.60%41.99%28.42%16.50%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
10.87%4.66%32.08%37.69%16.76%3.09%
XPO
37.69%26.49%58.37%226.12%N/AN/A
EXP
Eagle Materials Inc.
26.31%8.45%31.89%74.72%27.39%11.68%
ETSY
Etsy, Inc.
-13.87%-7.78%-6.46%-42.51%-0.83%N/A
STLA
13.59%14.77%45.31%53.51%N/AN/A
CI
Cigna Corporation
11.19%2.82%21.45%18.14%14.53%16.03%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.24%68.95%
PH
Parker-Hannifin Corporation
17.07%5.68%28.13%51.67%27.12%18.19%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
MSCI
MSCI Inc.
0.25%-4.38%5.03%6.53%25.54%30.03%
NVT
nVent Electric plc
16.73%8.37%20.68%50.70%22.82%N/A
HUBB
Hubbell Incorporated
17.37%9.04%18.00%54.32%29.41%14.89%
WCC
-12.54%-17.41%-6.43%-11.11%N/AN/A
BILL
Bill.com Holdings, Inc.
-19.13%-17.09%-43.34%-27.13%N/AN/A
FN
Fabrinet
14.85%-2.26%36.18%78.97%30.44%26.76%
CMG
Chipotle Mexican Grill, Inc.
17.57%8.32%38.70%78.06%34.50%16.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.30%15.89%
2023-1.92%-4.50%-2.69%10.23%6.99%

Sharpe Ratio

The current Alpha Weekly Sharpe ratio is 3.70. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.70

The Sharpe ratio of Alpha Weekly is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.70
2.44
Alpha Weekly
Benchmark (^GSPC)
Portfolio components

Dividend yield

Alpha Weekly granted a 0.79% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Alpha Weekly0.79%0.88%1.02%1.11%0.60%1.37%0.75%0.52%0.65%0.61%0.93%0.59%
SMCI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAIA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTV
Fortive Corporation
0.35%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%0.00%
FIX
Comfort Systems USA, Inc.
0.27%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
RACE
Ferrari N.V.
0.47%0.59%0.69%0.40%0.54%0.70%0.87%0.66%0.89%0.00%0.00%0.00%
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.82%3.08%0.00%0.00%0.00%0.00%8.35%2.28%
MDB
MongoDB, 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%
GWW
W.W. Grainger, Inc.
0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
5.03%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%4.43%
XPO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXP
Eagle Materials Inc.
0.39%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%
ETSY
Etsy, 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%
STLA
5.58%6.34%7.90%14.55%0.00%14.02%0.00%0.00%0.09%0.00%0.00%0.00%
CI
Cigna Corporation
1.48%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
PH
Parker-Hannifin Corporation
1.10%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
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%
MSCI
MSCI Inc.
1.02%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%0.00%
NVT
nVent Electric plc
1.04%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%0.00%
HUBB
Hubbell Incorporated
1.22%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%2.29%1.93%1.70%
WCC
0.99%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BILL
Bill.com Holdings, 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%
FN
Fabrinet
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMG
Chipotle Mexican Grill, 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%

Expense Ratio

The Alpha Weekly has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Alpha Weekly
3.70
SMCI
8.44
SAIA
2.69
DECK
Deckers Outdoor Corporation
3.36
FTV
Fortive Corporation
1.29
FIX
Comfort Systems USA, Inc.
3.13
RACE
Ferrari N.V.
2.55
CLF
Cleveland-Cliffs Inc.
-0.04
MDB
MongoDB, Inc.
1.92
GWW
W.W. Grainger, Inc.
2.15
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
1.42
XPO
5.32
EXP
Eagle Materials Inc.
3.08
ETSY
Etsy, Inc.
-0.90
STLA
2.16
CI
Cigna Corporation
0.57
NVDA
NVIDIA Corporation
5.65
PH
Parker-Hannifin Corporation
2.01
AMZN
Amazon.com, Inc.
3.07
MSCI
MSCI Inc.
0.38
NVT
nVent Electric plc
1.69
HUBB
Hubbell Incorporated
1.99
WCC
-0.17
BILL
Bill.com Holdings, Inc.
-0.36
FN
Fabrinet
1.51
CMG
Chipotle Mexican Grill, Inc.
3.27

Asset Correlations Table

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

CIMDBETSYBILLSMCICLFBBVAAMZNCMGGWWDECKNVDAMSCIRACEFNSTLASAIAFIXHUBBXPOWCCEXPFTVNVTPH
CI1.000.050.100.090.220.300.340.140.160.400.230.160.220.240.250.310.300.380.410.300.320.360.370.430.41
MDB0.051.000.550.670.300.220.130.590.530.220.380.590.530.410.390.220.320.220.190.330.270.270.280.220.26
ETSY0.100.551.000.530.230.260.190.510.430.240.390.470.460.370.350.300.390.260.250.380.280.310.310.260.32
BILL0.090.670.531.000.280.260.200.500.510.210.390.500.500.410.360.280.320.260.240.360.300.300.320.260.29
SMCI0.220.300.230.281.000.310.340.330.290.310.360.470.330.370.490.400.350.410.390.380.430.420.400.420.42
CLF0.300.220.260.260.311.000.420.260.250.360.350.290.260.320.400.450.400.420.420.420.540.520.420.490.51
BBVA0.340.130.190.200.340.421.000.240.240.370.350.280.330.420.370.630.390.460.440.440.500.480.480.540.53
AMZN0.140.590.510.500.330.260.241.000.540.300.420.640.530.480.410.320.360.280.300.390.300.330.340.280.33
CMG0.160.530.430.510.290.250.240.541.000.320.480.540.550.460.390.310.380.350.320.430.380.350.410.340.37
GWW0.400.220.240.210.310.360.370.300.321.000.390.330.410.410.410.410.460.570.620.450.560.560.580.580.61
DECK0.230.380.390.390.360.350.350.420.480.391.000.420.420.430.430.420.460.450.420.490.480.480.480.500.48
NVDA0.160.590.470.500.470.290.280.640.540.330.421.000.590.540.490.380.420.320.370.470.390.400.410.370.41
MSCI0.220.530.460.500.330.260.330.530.550.410.420.591.000.540.440.360.430.360.420.470.410.400.510.410.43
RACE0.240.410.370.410.370.320.420.480.460.410.430.540.541.000.440.560.420.410.400.430.440.480.500.430.47
FN0.250.390.350.360.490.400.370.410.390.410.430.490.440.441.000.470.440.490.490.440.490.480.490.500.50
STLA0.310.220.300.280.400.450.630.320.310.410.420.380.360.560.471.000.460.510.470.500.560.540.550.550.58
SAIA0.300.320.390.320.350.400.390.360.380.460.460.420.430.420.440.461.000.530.510.700.540.530.520.550.54
FIX0.380.220.260.260.410.420.460.280.350.570.450.320.360.410.490.510.531.000.640.510.610.630.570.650.63
HUBB0.410.190.250.240.390.420.440.300.320.620.420.370.420.400.490.470.510.641.000.480.640.620.640.730.69
XPO0.300.330.380.360.380.420.440.390.430.450.490.470.470.430.440.500.700.510.481.000.580.580.540.560.59
WCC0.320.270.280.300.430.540.500.300.380.560.480.390.410.440.490.560.540.610.640.581.000.660.600.690.68
EXP0.360.270.310.300.420.520.480.330.350.560.480.400.400.480.480.540.530.630.620.580.661.000.620.670.68
FTV0.370.280.310.320.400.420.480.340.410.580.480.410.510.500.490.550.520.570.640.540.600.621.000.680.71
NVT0.430.220.260.260.420.490.540.280.340.580.500.370.410.430.500.550.550.650.730.560.690.670.681.000.74
PH0.410.260.320.290.420.510.530.330.370.610.480.410.430.470.500.580.540.630.690.590.680.680.710.741.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Alpha Weekly
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Weekly. 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 Alpha Weekly was 40.47%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.47%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-33.72%Nov 17, 2021146Jun 16, 2022223May 8, 2023369
-11.97%Aug 1, 202362Oct 26, 202316Nov 17, 202378
-8.67%Sep 3, 202014Sep 23, 202010Oct 7, 202024
-8.57%Jun 9, 20203Jun 11, 202016Jul 6, 202019

Volatility Chart

The current Alpha Weekly volatility is 9.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
9.41%
3.47%
Alpha Weekly
Benchmark (^GSPC)
Portfolio components
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