Chellie Rool Over

Asset Allocation

Position	Category/Sector	Target Weight
SWPPX Schwab S&P 500 Index Fund	Large Cap Blend Equities, S&P 500	40%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	30%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	30%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Chellie Rool Over, 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.

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Returns By Period

As of Jun 13, 2026, the Chellie Rool Over returned 10.39% Year-To-Date and 10.96% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Chellie Rool Over	0.27%	0.44%	10.39%	10.30%	19.54%	14.36%	9.28%	10.96%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.03%	0.29%	1.60%	1.76%	3.85%	4.63%	3.43%	2.20%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
SWPPX Schwab S&P 500 Index Fund	1.76%	-1.30%	8.55%	8.92%	25.15%	21.04%	13.31%	15.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, Chellie Rool Over's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +8.9%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Chellie Rool Over closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +5.8%, while the worst single day was Mar 16, 2020 at -7.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.27%	1.83%	-2.61%	5.70%	2.73%	-0.73%							10.39%
2025	1.78%	0.34%	-2.49%	-2.48%	3.06%	2.86%	1.01%	2.53%	1.15%	0.45%	1.10%	0.26%	9.81%
2024	0.84%	2.83%	2.82%	-2.87%	2.70%	1.59%	2.49%	1.83%	1.24%	-0.19%	3.83%	-2.86%	14.94%
2023	3.22%	-1.89%	1.31%	0.49%	-0.93%	4.37%	2.67%	-0.95%	-3.07%	-1.85%	5.63%	3.87%	13.14%
2022	-2.89%	-1.76%	2.33%	-4.71%	1.25%	-5.57%	4.86%	-2.45%	-5.91%	6.62%	4.47%	-3.34%	-7.81%
2021	-0.68%	2.92%	4.51%	2.80%	1.24%	0.65%	1.14%	1.85%	-3.01%	4.10%	-0.91%	4.01%	19.97%

Benchmark Metrics

Chellie Rool Over has an annualized alpha of 2.00%, beta of 0.63, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.62%) than losses (65.28%) - typical of diversified or defensive assets.
Beta of 0.63 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.00%

Beta: 0.63

R²: 0.96

Upside Capture: 66.62%

Downside Capture: 65.28%

See how alpha, beta & R² have trended over time →

Expense Ratio

Chellie Rool Over has an expense ratio of 0.07%, 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.

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

SCHD

Schwab U.S. Dividend Equity ETF

SWPPX

Schwab S&P 500 Index Fund

Return for Risk

Risk / Return Rank

Chellie Rool Over ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Chellie Rool Over and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.72	1.86	+0.86
Sortino ratioReturn per unit of downside risk	3.87	2.53	+1.34
Omega ratioGain probability vs. loss probability	1.51	1.34	+0.18
Calmar ratioReturn relative to maximum drawdown	4.68	2.53	+2.14
Martin ratioReturn relative to average drawdown	19.70	11.37	+8.33

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.63	175.17	88.41	357.44	2,834.34
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
SWPPX Schwab S&P 500 Index Fund	64	1.96	2.66	1.36	2.74	12.42

Sharpe Ratio

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 Chellie Rool Over Sharpe ratio is 2.72 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

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Dividends

Dividend yield

Chellie Rool Over provided a 2.53% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.53%	2.83%	3.09%	3.10%	2.09%	1.34%	1.76%	2.29%	2.48%	1.71%	1.91%	2.16%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.86%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SWPPX Schwab S&P 500 Index Fund	1.02%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Drawdowns

Drawdowns Chart

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Chellie Rool Over. 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 Chellie Rool Over was 23.58%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Chellie Rool Over drawdown is 0.86%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-23.58%Mar 2020	1mo 9d	4mo 20d	5mo 29dFeb 2020 - Aug 2020
Bear market2022	-14.89%Sep 2022	8mo 28d	10mo 1d	1y 6moJan 2022 - Jul 2023
Rate-hike selloffLate 2018	-12.77%Dec 2018	3mo 1d	3mo 8d	6mo 9dSep 2018 - Apr 2019
2025 selloff2025	-11.38%Apr 2025	1mo 17d	2mo 24d	4mo 11dFeb 2025 - Jul 2025
2015 pullback2015	-8.94%Aug 2015	3mo 5d	2mo 10d	5mo 15dMay 2015 - Nov 2015

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.20	1.10	1.06	1.04	1.04

The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Chellie Rool Over correlation to the S&P 500 Index

Chellie Rool Over has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. SWPPX has the highest benchmark correlation at 1.00, while BIL has the lowest at 0.00.

BIL

0.00

SCHD

0.82

SWPPX

1.00

Portfolio Correlations

Correlation vs. Chellie Rool Over. SWPPX has the highest portfolio correlation at 0.96, while BIL has the lowest at 0.01.

BIL

0.01

SCHD

0.93

SWPPX

0.96

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	BIL	SCHD	SWPPX
BIL	1.00	-0.00	0.00
SCHD	-0.00	1.00	0.81
SWPPX	0.00	0.81	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2011

Diversification Analysis

Find what Chellie Rool Over is missing

See which holdings overlap, where Chellie Rool Over is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification