2026-06-09 Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	15.40%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	13.20%
CAIE Calamos Autocallable Income ETF	Derivative Income	11.50%
CAIQ Calamos Nasdaq Autocallable Income ETF	Nasdaq-100, Derivative Income	11.10%
QQQ Invesco QQQ ETF	Nasdaq-100	7.70%
VOO Vanguard S&P 500 ETF	S&P 500	7.60%
JPIE JPMorgan Income ETF	Multisector Bonds	7.40%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Nasdaq-100, Derivative Income	7.30%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	6.30%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	5.50%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	2.40%
VMFXX Vanguard Federal Money Market Fund	Money Market	2.30%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	2.30%

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 2026-06-09 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio 2026-06-09 Portfolio	1.57%	3.78%	16.96%	17.47%	—	—	—	—
Portfolio components:
CAIE Calamos Autocallable Income ETF	1.15%	1.01%	8.63%	9.20%	—	—	—	—
CAIQ Calamos Nasdaq Autocallable Income ETF	0.83%	1.36%	12.96%	14.11%	—	—	—	—
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	2.21%	3.31%	10.23%	11.56%	29.39%	20.72%	—	—
JPIE JPMorgan Income ETF	0.11%	0.87%	1.76%	2.12%	6.06%	6.60%	—	—
QQQ Invesco QQQ ETF	3.14%	4.95%	21.26%	22.17%	41.87%	27.20%	17.59%	22.31%
SCHD Schwab U.S. Dividend Equity ETF	-0.58%	2.87%	19.96%	18.54%	25.99%	14.28%	8.90%	12.83%
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.28%	1.63%	1.80%	3.93%	4.69%	3.56%	—
SMH VanEck Semiconductor ETF	4.38%	16.31%	79.69%	83.94%	152.58%	62.32%	39.72%	38.18%
SOXX iShares Semiconductor ETF	5.45%	23.64%	108.91%	111.42%	186.37%	55.91%	35.21%	36.39%
VMFXX Vanguard Federal Money Market Fund	0.00%	0.30%	1.50%	1.82%	3.95%	3.35%	2.39%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 20, 2025, 2026-06-09 Portfolio 's average daily return is +0.13%, while the average monthly return is +2.41%. At this rate, an investment would double in approximately 2.4 years.

Historically, 88% of months were positive and 13% were negative. The best month was Apr 2026 with a return of +10.4%, while the worst month was Mar 2026 at -3.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 2026-06-09 Portfolio closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +2.4%, while the worst single day was Jun 5, 2026 at -2.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.68%	0.25%	-3.53%	10.40%	5.88%	0.75%							16.96%
2025											2.53%	0.33%	2.87%

Benchmark Metrics

2026-06-09 Portfolio has an annualized alpha of 13.65%, beta of 0.88, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since November 20, 2025.

This portfolio captured 109.74% of S&P 500 Index gains but only 37.14% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.65% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.88 and R2 of 0.95, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 13.65%

Beta: 0.88

R²: 0.95

Upside Capture: 109.74%

Downside Capture: 37.14%

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

Expense Ratio

2026-06-09 Portfolio has an expense ratio of 0.28%, 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.

Top 10 holdings

CAIE

Calamos Autocallable Income ETF

CAIQ

Calamos Nasdaq Autocallable Income ETF

JPIE

JPMorgan Income ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

SMH

VanEck Semiconductor ETF

SOXX

iShares Semiconductor ETF

QQQ

Invesco QQQ ETF

VMFXX

Vanguard Federal Money Market Fund

SGOV

iShares 0-3 Month Treasury Bond ETF

XLK

State Street Technology Select Sector SPDR ETF

Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026-06-09 Portfolio 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	—	2.14	—
Sortino ratioReturn per unit of downside risk	—	2.89	—
Omega ratioGain probability vs. loss probability	—	1.39	—
Calmar ratioReturn relative to maximum drawdown	—	2.91	—
Martin ratioReturn relative to average drawdown	—	13.08	—

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
CAIE Calamos Autocallable Income ETF	—	—	—	—	—	—
CAIQ Calamos Nasdaq Autocallable Income ETF	—	—	—	—	—	—
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	81	2.31	3.06	1.46	3.35	15.94
JPIE JPMorgan Income ETF	95	3.82	6.05	1.88	5.30	26.19
QQQ Invesco QQQ ETF	79	2.42	3.12	1.42	3.52	13.12
SCHD Schwab U.S. Dividend Equity ETF	85	2.39	3.69	1.43	5.66	13.87
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.33	274.27	194.55	396.11	4,438.60
SMH VanEck Semiconductor ETF	96	4.61	4.60	1.65	10.28	37.77
SOXX iShares Semiconductor ETF	97	4.99	4.74	1.68	11.90	43.29
VMFXX Vanguard Federal Money Market Fund	—	3.67	—	—	—	—

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 2026-06-09 Portfolio . This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

2026-06-09 Portfolio provided a 4.65% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.65%	3.42%	2.39%	2.48%	2.12%	0.79%	0.89%	0.99%	1.11%	0.94%	1.05%	1.11%
Portfolio components:
CAIE Calamos Autocallable Income ETF	13.15%	7.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CAIQ Calamos Nasdaq Autocallable Income ETF	8.50%	1.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.00%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPIE JPMorgan Income ETF	5.60%	5.65%	6.11%	5.70%	4.49%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.24%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.17%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SOXX iShares Semiconductor ETF	0.31%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
VMFXX Vanguard Federal Money Market Fund	3.87%	4.14%	1.63%	4.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 2026-06-09 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 2026-06-09 Portfolio was 6.55%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.

The current 2026-06-09 Portfolio drawdown is 1.68%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 pullback2026	-6.55%Mar 2026	1mo 2d	14d	1mo 16dFeb 2026 - Apr 2026
2026 pullback2026	-4.11%Jun 2026	7d	—	13d 1hJun 2026 - now
2025 pullback2025	-2.54%Dec 2025	5d	7d	12dDec 2025 - Dec 2025
2026 pullback2026	-2.24%Feb 2026	7d	4d	11dJan 2026 - Feb 2026
2026 pullback2026	-1.56%May 2026	4d	3d	7dMay 2026 - May 2026

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 13 assets, with an effective number of assets of 10.22, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	All Time
Diversification Ratio	1.15

The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2026-06-09 Portfolio correlation to the S&P 500 Index

2026-06-09 Portfolio has a 0.97 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.18.

-0.18

0.02

0.33

0.54

0.77

0.81

0.87

0.88

0.91

0.94

0.95

0.99

1.00

Portfolio Correlations

Correlation vs. 2026-06-09 Portfolio . VOO has the highest portfolio correlation at 0.97, while SGOV has the lowest at -0.17.

-0.17

0.03

0.34

0.49

0.87

0.90

0.90

0.91

0.92

0.92

0.97

0.97

0.97

Asset Correlations Table

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

	VMFXX	SGOV	SCHD	JPIE	SOXX	SMH	CAIQ	XLK	JEPQ	CAIE	QQQ	VTI	VOO
VMFXX	1.00	-0.01	0.13	0.12	-0.02	-0.04	0.05	0.00	0.02	0.05	0.02	0.02	0.03
SGOV	-0.01	1.00	-0.16	-0.15	-0.16	-0.17	-0.10	-0.13	-0.18	-0.24	-0.16	-0.18	-0.18
SCHD	0.13	-0.16	1.00	0.23	0.26	0.21	0.17	0.09	0.21	0.33	0.17	0.35	0.32
JPIE	0.12	-0.15	0.23	1.00	0.32	0.34	0.43	0.37	0.44	0.52	0.47	0.54	0.54
SOXX	-0.02	-0.16	0.26	0.32	1.00	0.98	0.72	0.83	0.79	0.70	0.84	0.77	0.76
SMH	-0.04	-0.17	0.21	0.34	0.98	1.00	0.77	0.87	0.83	0.75	0.88	0.81	0.81
CAIQ	0.05	-0.10	0.17	0.43	0.72	0.77	1.00	0.85	0.88	0.84	0.92	0.86	0.88
XLK	0.00	-0.13	0.09	0.37	0.83	0.87	0.85	1.00	0.88	0.80	0.95	0.86	0.87
JEPQ	0.02	-0.18	0.21	0.44	0.79	0.83	0.88	0.88	1.00	0.85	0.94	0.91	0.91
CAIE	0.05	-0.24	0.33	0.52	0.70	0.75	0.84	0.80	0.85	1.00	0.88	0.94	0.94
QQQ	0.02	-0.16	0.17	0.47	0.84	0.88	0.92	0.95	0.94	0.88	1.00	0.93	0.94
VTI	0.02	-0.18	0.35	0.54	0.77	0.81	0.86	0.86	0.91	0.94	0.93	1.00	1.00
VOO	0.03	-0.18	0.32	0.54	0.76	0.81	0.88	0.87	0.91	0.94	0.94	1.00	1.00

The correlation results are calculated based on daily price changes starting from Nov 20, 2025

Diversification Analysis

Find what 2026-06-09 Portfolio is missing

See which holdings overlap, where 2026-06-09 Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification