Marc's 2025 Portfolio

The chart shows the growth of an initial investment of $10,000 in Marc's 2025 Portfolio, 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 Mar 29, 2025, Marc's 2025 Portfolio's average daily return is +0.10%, while the average monthly return is +2.76%. At this rate, an investment would double in approximately 2.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2025 with a return of +18.2%, while the worst month was Feb 2026 at -8.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Marc's 2025 Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.3%, while the worst single day was Apr 3, 2025 at -5.9%.

Marc's 2025 Portfolio has an annualized alpha of 8.63%, beta of 1.45, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since March 29, 2025.

• This portfolio captured 182.70% of S&P 500 Index gains and 119.00% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 8.63% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Marc's 2025 Portfolio has an expense ratio of 0.01%, 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.

Marc's 2025 Portfolio ranks 16 for risk / return — in the bottom 16% 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.

Marc's 2025 Portfolio Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 1.88
• All Time: 1.36

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 2.14 to 3.05, 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 Marc's 2025 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Marc's 2025 Portfolio provided a 0.24% 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 Marc's 2025 Portfolio. 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 Marc's 2025 Portfolio was 23.15%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Marc's 2025 Portfolio drawdown is 14.44%.

The chart below shows the rolling one-month volatility.