Guessing Portfolio Equal Weights

The chart shows the growth of an initial investment of $10,000 in Guessing Portfolio Equal Weights, 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 Dec 16, 2024, Guessing Portfolio Equal Weights's average daily return is +0.16%, while the average monthly return is +3.11%. At this rate, an investment would double in approximately 1.9 years.

Historically, 74% of months were positive and 26% were negative. The best month was Aug 2025 with a return of +9.2%, while the worst month was Jan 2026 at -3.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Guessing Portfolio Equal Weights closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 3, 2025 at -6.0%.

Guessing Portfolio Equal Weights has an annualized alpha of 27.75%, beta of 1.13, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since December 16, 2024.

• This portfolio captured 151.11% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.45%) - a profile typical of hedging or uncorrelated assets.
• This portfolio generated an annualized alpha of 27.75% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.13 and R2 of 0.61, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Guessing Portfolio Equal Weights 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.

Guessing Portfolio Equal Weights ranks 45 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. Learn how to interpret the Sharpe ratio.

The current Guessing Portfolio Equal Weights Sharpe ratio is 1.95 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Guessing Portfolio Equal Weights compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Guessing Portfolio Equal Weights provided a 0.32% 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 Guessing Portfolio Equal Weights. 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 Guessing Portfolio Equal Weights was 18.00%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current Guessing Portfolio Equal Weights drawdown is 1.55%.

The chart below shows the rolling one-month volatility.