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Better Income Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Better Income 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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The earliest data available for this chart is Oct 17, 2013, corresponding to the inception date of SHYG

Returns By Period

As of Apr 2, 2026, the Better Income Portfolio returned -0.17% Year-To-Date and 5.83% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-3.54%-3.95%-2.09%15.95%16.96%10.34%12.24%
Portfolio
Better Income Portfolio
0.31%-0.50%-0.17%0.82%6.54%7.86%4.31%5.83%
SPHY
SPDR Portfolio High Yield Bond ETF
0.25%-0.69%-0.07%1.01%7.16%8.49%4.36%5.32%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
0.15%-0.32%-0.02%1.12%6.67%7.72%4.76%5.36%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
0.21%-0.31%-0.02%0.97%6.59%7.86%4.76%5.84%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.65%-2.01%-0.56%0.13%6.50%7.37%3.32%6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2013, Better Income Portfolio's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +5.5%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Better Income Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2020 with a return of +5.5%, while the worst single day was Mar 9, 2020 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%0.10%-1.16%0.31%-0.17%
20251.29%0.83%-0.96%-0.36%1.70%1.93%0.24%1.15%1.09%-0.04%0.65%0.54%8.31%
20240.53%0.10%1.12%-1.17%1.33%0.34%2.16%1.42%1.56%-0.79%1.61%-0.65%7.75%
20233.39%-1.38%1.84%0.11%-0.93%1.86%1.12%0.24%-1.30%-0.79%4.44%2.84%11.84%
2022-2.36%-0.91%-0.98%-3.51%1.21%-6.05%5.36%-2.69%-3.19%2.51%3.23%-1.21%-8.81%
2021-0.01%0.53%0.78%0.91%0.23%1.45%0.26%0.56%-0.10%0.11%-1.25%1.95%5.53%

Benchmark Metrics

Better Income Portfolio has an annualized alpha of 1.68%, beta of 0.28, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since October 18, 2013.

  • This portfolio participated in 35.32% of S&P 500 Index downside but only 32.60% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.28 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
1.68%
Beta
0.28
0.53
Upside Capture
32.60%
Downside Capture
35.32%

Expense Ratio

Better Income Portfolio has an expense ratio of 0.29%, placing it in the medium range. 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

Better Income Portfolio ranks 50 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.


Better Income Portfolio Risk / Return Rank: 5050
Overall Rank
Better Income Portfolio Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
Better Income Portfolio Sortino Ratio Rank: 4747
Sortino Ratio Rank
Better Income Portfolio Omega Ratio Rank: 6464
Omega Ratio Rank
Better Income Portfolio Calmar Ratio Rank: 3636
Calmar Ratio Rank
Better Income Portfolio Martin Ratio Rank: 5353
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.92

+0.30

Sortino ratio

Return per unit of downside risk

1.77

1.41

+0.36

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.63

1.41

+0.22

Martin ratio

Return relative to average drawdown

8.29

6.61

+1.68


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPHY
SPDR Portfolio High Yield Bond ETF
751.311.941.311.819.48
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
761.291.931.331.8210.29
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
741.271.881.311.7710.05
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
531.001.401.241.265.20

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.

Better Income Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.22
  • 5-Year: 0.67
  • 10-Year: 0.82
  • All Time: 0.75

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 1.00 to 1.70, 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 Better Income Portfolio 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

Better Income Portfolio provided a 7.00% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio7.00%6.93%7.12%6.58%5.65%4.52%5.18%5.47%5.42%5.20%5.20%5.27%
SPHY
SPDR Portfolio High Yield Bond ETF
7.37%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.09%7.03%6.93%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.13%7.12%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.42%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%

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 Better Income 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 Better Income Portfolio was 21.93%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.

The current Better Income Portfolio drawdown is 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.93%Feb 18, 202025Mar 23, 2020113Sep 1, 2020138
-13.1%Dec 28, 2021189Sep 27, 2022305Dec 13, 2023494
-10.86%Apr 28, 2015201Feb 11, 201678Jun 3, 2016279
-5.49%Oct 3, 201857Dec 24, 201828Feb 5, 201985
-4.83%Mar 3, 202527Apr 8, 202523May 12, 202550

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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkSPHYANGLSHYGSJNKPortfolio
Benchmark1.000.480.570.690.680.66
SPHY0.481.000.560.620.630.81
ANGL0.570.561.000.760.760.87
SHYG0.690.620.761.000.900.89
SJNK0.680.630.760.901.000.89
Portfolio0.660.810.870.890.891.00
The correlation results are calculated based on daily price changes starting from Oct 18, 2013