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2026 plan v3
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPMO 33.33%VDC 33.33%QQQ 33.33%EquityEquity

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 plan v3, 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 year.


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Returns By Period

As of Jun 5, 2026, the 2026 plan v3 returned 14.54% Year-To-Date and 16.80% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-2.64%0.25%7.86%7.47%
Portfolio
2026 plan v3
-3.14%0.43%14.54%13.25%25.40%24.76%15.93%16.80%
QQQ
Invesco QQQ ETF
-4.80%1.34%14.92%13.01%35.00%26.46%16.70%21.27%
SPMO
Invesco S&P 500 Momentum ETF
-5.59%1.90%21.26%20.02%37.63%39.63%22.50%20.08%
VDC
Vanguard Consumer Staples ETF
1.73%-2.10%7.46%6.75%4.71%8.27%6.40%7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, 2026 plan v3's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +12.4%, while the worst month was Dec 2018 at -8.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026 plan v3 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.04%1.77%-6.16%12.38%6.51%-2.76%14.54%
20253.11%0.50%-5.56%1.50%7.26%3.80%1.39%0.99%2.64%1.02%0.07%-0.86%16.49%
20242.80%6.62%2.97%-3.89%5.40%4.59%-0.53%3.26%1.76%-1.12%5.86%-1.97%28.25%
20233.34%-2.31%5.28%2.22%-0.50%5.31%2.76%-0.88%-3.77%-1.95%8.51%5.29%25.00%
2022-5.71%-2.46%3.17%-6.43%-1.58%-6.34%7.51%-3.09%-8.54%9.26%4.95%-4.81%-14.86%
2021-1.22%-0.74%3.78%4.35%-0.06%4.22%2.25%3.36%-4.79%6.35%-0.75%4.35%22.58%

Benchmark Metrics

2026 plan v3 has an annualized alpha of 3.16%, beta of 0.91, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

  • This portfolio captured 102.33% of S&P 500 Index gains but only 94.91% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 3.16% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.91 and R2 of 0.84, 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
3.16%
Beta
0.91
0.84
Upside Capture
102.33%
Downside Capture
94.91%

Expense Ratio

2026 plan v3 has an expense ratio of 0.13%, 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.


Return for Risk

Risk / Return Rank

2026 plan v3 ranks 56 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.


2026 plan v3 Risk / Return Rank: 5656
Overall Rank
2026 plan v3 Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
2026 plan v3 Sortino Ratio Rank: 6060
Sortino Ratio Rank
2026 plan v3 Omega Ratio Rank: 5656
Omega Ratio Rank
2026 plan v3 Calmar Ratio Rank: 5353
Calmar Ratio Rank
2026 plan v3 Martin Ratio Rank: 5656
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 2026 plan v3 and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.13

Sortino ratioReturn per unit of downside risk

2.96

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.95

Martin ratioReturn relative to average drawdown

12.52


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ ETF
622.112.721.372.9411.22
SPMO
Invesco S&P 500 Momentum ETF
612.042.701.372.9811.48
VDC
Vanguard Consumer Staples ETF
150.380.641.070.511.05

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.

2026 plan v3 Sharpe ratios as of Jun 5, 2026 (values are recalculated daily):

  • 1-Year: 2.13
  • 5-Year: 1.02
  • 10-Year: 0.99
  • All Time: 0.98

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 1.84 to 2.82, 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 2026 plan v3 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

2026 plan v3 provided a 1.08% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.08%1.15%1.12%1.63%1.61%1.03%1.44%1.53%1.58%1.37%1.80%1.30%
QQQ
Invesco QQQ ETF
0.40%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SPMO
Invesco S&P 500 Momentum ETF
0.70%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
VDC
Vanguard Consumer Staples ETF
2.14%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

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 plan v3. 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 plan v3 was 27.99%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current 2026 plan v3 drawdown is 0.73%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-27.99%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
Bear market2022
-22.46%Sep 2022
8mo 28d1y 1mo
1y 10moJan 2022 - Nov 2023
Rate-hike selloffLate 2018
-19.10%Dec 2018
2mo 23d3mo 12d
6mo 5dOct 2018 - Apr 2019
2025 selloff2025
-16.71%Apr 2025
1mo 17d1mo 25d
3mo 12dFeb 2025 - Jun 2025
2018 pullback2018
-9.64%Apr 2018
2mo 3d3mo 11d
5mo 14dJan 2018 - Jul 2018

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 3.00, 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

1.34

1.20

1.16

1.12

1.13

The portfolio has a diversification ratio of 1.13, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2026 plan v3 correlation to the S&P 500 Index

2026 plan v3 has a 0.90 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2015

0.90


Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.94, while VDC has the lowest at 0.04.

VDC
0.04
SPMO
0.86
QQQ
0.94

Portfolio Correlations

Correlation vs. 2026 plan v3. QQQ has the highest portfolio correlation at 0.91, while VDC has the lowest at 0.64.

VDC
0.64
SPMO
0.87
QQQ
0.91

Asset Correlations Table

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

VDCSPMOQQQ
VDC1.000.390.41
SPMO0.391.000.76
QQQ0.410.761.00
The correlation results are calculated based on daily price changes starting from Oct 13, 2015
Diversification Analysis

Find what 2026 plan v3 is missing

See which holdings overlap, where 2026 plan v3 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification