1st

The chart shows the growth of an initial investment of $10,000 in 1st, 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 never rebalanced.

As of Jun 13, 2026, the 1st returned 16.12% Year-To-Date and 19.64% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 1, 1985, 1st's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Dec 1999 with a return of +20.7%, while the worst month was Oct 1987 at -24.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 1st closed higher 55% of trading days. The best single day was Jan 3, 2001 with a return of +15.1%, while the worst single day was Oct 19, 1987 at -17.7%.

1st has an annualized alpha of 2.74%, beta of 1.14, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 01, 1985.

• This portfolio captured 131.51% of S&P 500 Index gains and 114.08% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 2.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.14 and R2 of 0.82, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

1st has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

1st ranks 52 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

The current 1st Sharpe ratio is 2.03 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 1st compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 1st. 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 1st was 77.28%, occurring on Oct 9, 2002. Recovery took 3108 trading sessions.

The current 1st drawdown is 3.21%.

The chart below shows the rolling one-month volatility.