##Slow growth port

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	40%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	40%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	20%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ##Slow growth port, 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 year.

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Returns By Period

As of Jun 9, 2026, the ##Slow growth port returned 12.92% Year-To-Date and 10.25% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio ##Slow growth port	0.53%	1.61%	12.92%	12.95%	19.81%	15.70%	9.59%	10.25%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.01%	0.29%	1.54%	1.78%	3.88%	4.62%	3.42%	2.19%
SCHD Schwab U.S. Dividend Equity ETF	-0.03%	2.12%	18.71%	19.28%	26.37%	14.73%	8.49%	12.65%
SPMO Invesco S&P 500 Momentum ETF	2.50%	2.83%	24.29%	22.86%	39.53%	40.28%	23.06%	20.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2015, ##Slow growth port's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +6.8%, while the worst month was Mar 2020 at -6.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ##Slow growth port closed higher 56% of trading days. The best single day was Mar 17, 2020 with a return of +4.6%, while the worst single day was Mar 16, 2020 at -6.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.69%	2.77%	-2.13%	5.55%	3.25%	-0.64%							12.92%
2025	1.94%	1.10%	-1.78%	-2.57%	2.97%	2.51%	0.79%	2.33%	0.56%	-0.51%	0.98%	0.22%	8.71%
2024	1.36%	3.29%	2.91%	-2.86%	2.60%	1.90%	2.12%	1.99%	0.90%	0.27%	3.55%	-2.89%	15.93%
2023	0.85%	-2.11%	0.09%	0.40%	-2.55%	3.41%	2.14%	0.08%	-1.74%	-1.69%	4.56%	3.97%	7.32%
2022	-2.37%	-1.17%	1.88%	-3.30%	1.85%	-4.68%	2.93%	-1.54%	-4.07%	6.67%	3.41%	-1.82%	-2.83%
2021	-0.33%	2.12%	4.02%	1.97%	1.24%	0.93%	0.73%	1.85%	-2.60%	3.42%	-1.53%	3.72%	16.47%

Benchmark Metrics

##Slow growth port has an annualized alpha of 3.15%, beta of 0.50, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (55.68%) than losses (51.63%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.50 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.15%

Beta: 0.50

R²: 0.88

Upside Capture: 55.68%

Downside Capture: 51.63%

Expense Ratio

##Slow growth port has an expense ratio of 0.11%, 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.

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

SPMO

Invesco S&P 500 Momentum ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

##Slow growth port ranks 94 for risk / return — in the top 94% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ##Slow growth port and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.14	1.94	+1.21
Sortino ratioReturn per unit of downside risk	4.59	2.63	+1.96
Omega ratioGain probability vs. loss probability	1.60	1.35	+0.25
Calmar ratioReturn relative to maximum drawdown	6.04	2.59	+3.45
Martin ratioReturn relative to average drawdown	24.02	11.84	+12.18
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.64	174.66	88.16	356.40	2,826.06
SCHD Schwab U.S. Dividend Equity ETF	85	2.43	3.75	1.43	5.74	14.06
SPMO Invesco S&P 500 Momentum ETF	71	2.13	2.81	1.39	3.13	12.02

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.

##Slow growth port Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 3.14
5-Year: 1.11
10-Year: 1.05
All Time: 1.05

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, 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 ##Slow growth port compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

##Slow growth port provided a 2.99% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.99%	3.33%	3.56%	3.69%	2.23%	1.22%	1.64%	2.29%	2.10%	1.48%	1.57%	1.26%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.86%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SPMO Invesco S&P 500 Momentum ETF	0.69%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%

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 ##Slow growth port. 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 ##Slow growth port was 19.46%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current ##Slow growth port drawdown is 1.14%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-19.46%Mar 2020	1mo 4d	4mo 15d	5mo 19dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018	-11.52%Dec 2018	3mo 4d	3mo 8d	6mo 12dSep 2018 - Apr 2019
Bear market2022	-10.97%Sep 2022	8mo 28d	1y 2mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-9.08%Apr 2025	1mo 17d	2mo 5d	3mo 22dFeb 2025 - Jun 2025
2018 pullback2018	-6.52%Apr 2018	2mo 3d	4mo 17d	6mo 20dJan 2018 - Aug 2018

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 2.78, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.32	1.17	1.12	1.09	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

##Slow growth port correlation to the S&P 500 Index

##Slow growth port has a 0.73 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.78, while BIL has the lowest at 0.00.

BIL

0.00

SCHD

0.78

SPMO

0.78

Portfolio Correlations

Correlation vs. ##Slow growth port. SCHD has the highest portfolio correlation at 0.91, while BIL has the lowest at 0.02.

BIL

0.02

SPMO

0.79

SCHD

0.91

Asset Correlations Table

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

	BIL	SPMO	SCHD
BIL	1.00	0.02	0.00
SPMO	0.02	1.00	0.53
SCHD	0.00	0.53	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2015

Diversification Analysis

Find what ##Slow growth port is missing

See which holdings overlap, where ##Slow growth port is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification