Growth

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

As of Jun 13, 2026, the Growth returned 9.04% Year-To-Date and 37.06% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 18, 2012, Growth's average daily return is +0.14%, while the average monthly return is +2.82%. At this rate, an investment would double in approximately 2.1 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2023 with a return of +15.5%, while the worst month was Apr 2022 at -14.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Growth closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.7%.

Growth has an annualized alpha of 19.59%, beta of 1.20, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

• This portfolio captured 181.04% of S&P 500 Index gains but only 76.49% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 19.59% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Growth 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.

Growth ranks 26 for risk / return — below 26% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 Growth Sharpe ratio is 1.45 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 1.54 to 2.41, 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 Growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Growth provided a 0.33% 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 Growth. 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 Growth was 33.91%, occurring on Jun 16, 2022. Recovery took 198 trading sessions.

The current Growth drawdown is 6.67%.

The chart below shows the rolling one-month volatility.