2025 - Q1 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
SPY State Street SPDR S&P 500 ETF	S&P 500	57.40%
VOO Vanguard S&P 500 ETF	S&P 500	10%
GOOG Alphabet Inc	Communication Services	8.10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6.50%
VICI VICI Properties Inc.	Real Estate	5.70%
UBER Uber Technologies, Inc.	Technology	3.80%
ADBE Adobe Inc	Technology	3%
AMZN Amazon.com, Inc	Consumer Cyclical	2.50%
SPGI S&P Global Inc.	Financial Services	2.10%
IVR Invesco Mortgage Capital Inc.	Real Estate	0.90%

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 2025 - Q1, 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	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2025 - Q1	0.34%	-1.29%	6.53%	6.83%	23.64%	19.80%	12.22%	—
Portfolio components:
ADBE Adobe Inc	-6.76%	-17.60%	-41.71%	-42.76%	-47.91%	-24.76%	-17.73%	7.72%
AMZN Amazon.com, Inc	-1.23%	-9.69%	3.35%	5.46%	12.47%	23.49%	7.35%	20.83%
GOOG Alphabet Inc	0.45%	-8.88%	14.29%	15.49%	104.22%	42.67%	23.51%	25.97%
IVR Invesco Mortgage Capital Inc.	-0.75%	1.04%	1.55%	10.30%	26.54%	7.30%	-14.67%	-11.54%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.47%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
SPGI S&P Global Inc.	1.35%	4.15%	-19.47%	-16.00%	-15.77%	3.19%	2.16%	15.70%
SPY State Street SPDR S&P 500 ETF	0.54%	0.35%	9.07%	9.42%	25.67%	20.86%	13.36%	15.42%
UBER Uber Technologies, Inc.	-1.01%	-8.31%	-15.74%	-19.10%	-17.97%	18.47%	6.60%	—
VICI VICI Properties Inc.	1.53%	2.22%	3.07%	2.76%	-5.76%	1.53%	2.53%	—
VOO Vanguard S&P 500 ETF	0.55%	0.37%	9.08%	9.44%	25.76%	20.95%	13.43%	15.50%

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

Monthly Returns

Based on dividend-adjusted daily data since May 10, 2019, 2025 - Q1's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 - Q1 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.77%	-1.51%	-5.08%	11.43%	3.24%	-2.68%							6.53%
2025	3.40%	-1.15%	-5.38%	-0.72%	5.69%	4.60%	2.06%	3.05%	3.25%	2.45%	0.89%	0.00%	19.14%
2024	1.24%	4.35%	2.96%	-3.55%	4.03%	4.41%	0.94%	2.43%	1.62%	-1.22%	5.08%	-2.49%	21.18%
2023	7.96%	-3.42%	4.01%	1.60%	2.22%	6.23%	4.28%	-1.12%	-4.84%	-2.67%	9.91%	4.99%	31.85%
2022	-5.61%	-3.11%	3.48%	-9.13%	-0.41%	-7.84%	9.93%	-3.45%	-10.07%	6.96%	5.99%	-6.34%	-20.01%
2021	-0.57%	3.94%	4.26%	6.49%	-0.10%	2.73%	1.97%	2.75%	-4.76%	6.75%	-1.80%	4.05%	28.16%

Benchmark Metrics

2025 - Q1 has an annualized alpha of 1.46%, beta of 1.00, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since May 10, 2019.

This portfolio captured 104.99% of S&P 500 Index gains but only 99.06% of its losses - a favorable profile for investors.
With beta of 1.00 and R2 of 0.97, 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: 1.46%

Beta: 1.00

R²: 0.97

Upside Capture: 104.99%

Downside Capture: 99.06%

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

Expense Ratio

2025 - Q1 has an expense ratio of 0.06%, 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.

SPY

State Street SPDR S&P 500 ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

2025 - Q1 ranks 41 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.

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 2025 - Q1 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	1.90	1.86	+0.04
Sortino ratioReturn per unit of downside risk	2.64	2.53	+0.11
Omega ratioGain probability vs. loss probability	1.34	1.34	0.00
Calmar ratioReturn relative to maximum drawdown	2.31	2.53	-0.22
Martin ratioReturn relative to average drawdown	10.09	11.37	-1.28

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
ADBE Adobe Inc	1	-1.45	-2.33	0.73	-1.03	-1.99
AMZN Amazon.com, Inc	53	0.40	0.76	1.09	0.55	1.29
GOOG Alphabet Inc	96	3.60	4.96	1.59	4.99	17.56
IVR Invesco Mortgage Capital Inc.	72	1.12	1.71	1.21	1.52	4.11
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
SPGI S&P Global Inc.	19	-0.60	-0.63	0.91	-0.54	-1.03
SPY State Street SPDR S&P 500 ETF	67	1.98	2.68	1.36	2.74	12.39
UBER Uber Technologies, Inc.	18	-0.60	-0.72	0.92	-0.62	-1.09
VICI VICI Properties Inc.	25	-0.42	-0.49	0.94	-0.40	-0.67
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	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. Learn how to interpret the Sharpe ratio.

The current 2025 - Q1 Sharpe ratio is 1.90 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 1.53 to 2.41, 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 2025 - Q1 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

2025 - Q1 provided a 1.47% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.47%	1.52%	1.60%	1.71%	1.86%	1.38%	1.82%	1.76%	2.04%	1.48%	1.68%	1.74%
Portfolio components:
ADBE Adobe Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOG Alphabet Inc	0.24%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVR Invesco Mortgage Capital Inc.	20.65%	16.41%	19.88%	25.40%	26.32%	12.59%	31.66%	11.11%	14.95%	9.14%	10.96%	13.72%
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%
SPGI S&P Global Inc.	0.92%	0.73%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%
SPY State Street SPDR S&P 500 ETF	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
UBER Uber Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VICI VICI Properties Inc.	6.25%	6.28%	5.80%	5.05%	4.63%	4.58%	4.92%	4.58%	5.31%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 2025 - Q1. 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 2025 - Q1 was 34.75%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.

The current 2025 - Q1 drawdown is 2.85%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.75%Mar 2020	1mo 2d	4mo 28d	6moFeb 2020 - Aug 2020
Bear market2022	-25.19%Oct 2022	9mo 12d	1y 1mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-18.05%Apr 2025	1mo 17d	2mo 20d	4mo 7dFeb 2025 - Jun 2025
2020 pullback2020	-9.69%Sep 2020	20d	1mo 17d	2mo 7dSep 2020 - Nov 2020
2026 pullback2026	-9.62%Mar 2026	1mo 22d	20d	2mo 12dFeb 2026 - Apr 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 10 assets, with an effective number of assets of 2.80, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.38	1.25	1.19	1.18

The portfolio has a diversification ratio of 1.18, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2025 - Q1 correlation to the S&P 500 Index

2025 - Q1 has a 0.96 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since May 10, 2019	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while VICI has the lowest at 0.45.

0.45

0.45

0.49

0.62

0.62

0.66

0.70

0.74

1.00

1.00

Portfolio Correlations

Correlation vs. 2025 - Q1. SPY has the highest portfolio correlation at 0.98, while IVR has the lowest at 0.46.

0.46

0.50

0.57

0.63

0.66

0.69

0.72

0.77

0.98

0.98

Asset Correlations Table

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

	IVR	VICI	UBER	SPGI	ADBE	AMZN	GOOG	SCHD	VOO	SPY
IVR	1.00	0.40	0.29	0.30	0.22	0.25	0.27	0.47	0.45	0.45
VICI	0.40	1.00	0.28	0.38	0.25	0.20	0.26	0.54	0.45	0.45
UBER	0.29	0.28	1.00	0.32	0.39	0.41	0.38	0.32	0.49	0.49
SPGI	0.30	0.38	0.32	1.00	0.55	0.41	0.43	0.50	0.62	0.62
ADBE	0.22	0.25	0.39	0.55	1.00	0.58	0.54	0.38	0.62	0.62
AMZN	0.25	0.20	0.41	0.41	0.58	1.00	0.65	0.31	0.66	0.66
GOOG	0.27	0.26	0.38	0.43	0.54	0.65	1.00	0.40	0.70	0.70
SCHD	0.47	0.54	0.32	0.50	0.38	0.31	0.40	1.00	0.74	0.74
VOO	0.45	0.45	0.49	0.62	0.62	0.66	0.70	0.74	1.00	1.00
SPY	0.45	0.45	0.49	0.62	0.62	0.66	0.70	0.74	1.00	1.00

The correlation results are calculated based on daily price changes starting from May 10, 2019

Diversification Analysis

Find what 2025 - Q1 is missing

See which holdings overlap, where 2025 - Q1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification