Big Beta

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

Based on dividend-adjusted daily data since Sep 23, 2021, Big Beta's average daily return is +0.20%, while the average monthly return is +4.49%. At this rate, an investment would double in approximately 1.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2024 with a return of +58.8%, while the worst month was Jan 2022 at -29.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Big Beta closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +18.2%, while the worst single day was May 9, 2022 at -12.3%.

Big Beta has an annualized alpha of 28.77%, beta of 2.15, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since September 23, 2021.

• This portfolio captured 397.67% of S&P 500 Index gains and 165.86% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 28.77% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 2.15 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Big Beta 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.

Big Beta ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

Big Beta Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 1.44
• All Time: 0.87

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 2.20 to 3.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Big Beta compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Big Beta provided a 0.00% 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 Big Beta. 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 Big Beta was 76.72%, occurring on Dec 28, 2022. Recovery took 291 trading sessions.

The current Big Beta drawdown is 18.61%.

The chart below shows the rolling one-month volatility.