SI-US-Port-TST

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	8.60%
GLD SPDR Gold Shares	Gold, Precious Metals	6.77%
QQQ Invesco QQQ ETF	Nasdaq-100	5.21%
SPY State Street SPDR S&P 500 ETF	S&P 500	4.45%
V Visa Inc.	Financial Services	3.96%
GOOGL Alphabet Inc. Class A	Communication Services	3.90%
JPM JPMorgan Chase & Co.	Financial Services	3.89%
COST Costco Wholesale Corporation	Consumer Defensive	3.87%
AMZN Amazon.com, Inc	Consumer Cyclical	3.85%
WMT Walmart Inc.	Consumer Defensive	3.77%
NVDA NVIDIA Corporation	Technology	3.67%
BRK-B Berkshire Hathaway Inc.	Financial Services	3.52%
META Meta Platforms, Inc.	Communication Services	3.44%
AVGO Broadcom Inc.	Technology	3.28%
LLY Eli Lilly and Company	Healthcare	3.04%
TT Trane Technologies plc	Industrials	2.35%
PH Parker-Hannifin Corporation	Industrials	2.27%
TMUS T-Mobile US, Inc.	Communication Services	2.25%
MSI Motorola Solutions, Inc.	Technology	2.24%
EVR Evercore Inc.	Financial Services	2.24%
BRO Brown & Brown, Inc.	Financial Services	2.23%
WSO Watsco, Inc.	Industrials	2.22%
NVR NVR, Inc.	Consumer Cyclical	2.22%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	2.20%
CTAS Cintas Corporation	Industrials	2.20%
LII Lennox International Inc.	Industrials	2.18%
TDG TransDigm Group Incorporated	Industrials	2.18%
PGR The Progressive Corporation	Financial Services	2.17%
CACI CACI International Inc	Technology	1.75%
FICO Fair Isaac Corporation	Technology	1.50%
AXON Axon Enterprise, Inc.	Industrials	1.47%
AAPL Apple Inc	Technology	0.30%
UNH UnitedHealth Group Incorporated	Healthcare	0.25%
MSFT Microsoft Corporation	Technology	0.18%
FNMA Federal National Mortgage Association	Financial Services	0.15%
XOM Exxon Mobil Corporation	Energy	0.09%
NEE NextEra Energy, Inc.	Utilities	0.08%
LIN Linde plc	Basic Materials	0.06%

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for SI-US-Port-TST

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SI-US-Port-TST, 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	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio SI-US-Port-TST	-0.13%	0.92%	2.02%	4.87%	11.33%	26.58%	20.51%	—	21.89%
Portfolio components:
AAPL Apple Inc	-2.14%	9.59%	28.05%	20.35%	55.26%	19.94%	18.17%	30.70%	19.46%
AMZN Amazon.com, Inc	1.12%	2.29%	4.55%	8.31%	10.55%	24.35%	6.88%	20.97%	29.87%
AVGO Broadcom Inc.	1.98%	-7.92%	7.92%	9.67%	34.44%	63.51%	54.04%	40.73%	40.58%
AXON Axon Enterprise, Inc.	3.37%	24.58%	-17.07%	-7.12%	-30.24%	43.11%	23.79%	33.90%	31.13%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.01%	0.28%	1.77%	1.95%	3.79%	4.56%	3.51%	2.23%	1.37%
BRK-B Berkshire Hathaway Inc.	0.07%	0.37%	-0.41%	-2.27%	3.68%	12.42%	11.91%	13.01%	10.58%
BRO Brown & Brown, Inc.	-0.59%	16.65%	-13.38%	-13.05%	-33.02%	-0.37%	6.03%	15.04%	14.93%
CACI CACI International Inc	-2.22%	-3.24%	-28.97%	-15.29%	-6.54%	9.23%	11.13%	16.88%	15.22%
COST Costco Wholesale Corporation	-0.54%	-1.64%	-2.61%	8.82%	-1.04%	20.42%	18.94%	20.81%	16.93%
CTAS Cintas Corporation	-1.30%	18.12%	3.78%	7.84%	-8.21%	17.77%	16.61%	23.59%	16.31%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2018, SI-US-Port-TST's average daily return is +0.08%, while the average monthly return is +1.75%. At this rate, an investment would double in approximately 3.3 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2020 with a return of +10.6%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SI-US-Port-TST closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -9.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.40%	1.14%	-6.99%	7.60%	0.69%	0.03%	0.46%						4.87%
2025	4.11%	-0.24%	-4.29%	2.10%	5.33%	3.85%	0.86%	1.04%	2.59%	0.36%	2.50%	-0.90%	18.32%
2024	3.68%	8.24%	4.11%	-1.65%	5.63%	3.47%	2.21%	4.64%	2.39%	1.06%	6.51%	-2.71%	44.00%
2023	8.88%	0.15%	5.35%	2.94%	2.92%	6.93%	3.19%	1.18%	-3.40%	0.04%	8.39%	5.42%	50.04%
2022	-5.76%	-1.10%	3.50%	-8.88%	-0.41%	-6.55%	9.20%	-3.24%	-7.01%	6.56%	7.67%	-4.82%	-12.24%
2021	-0.93%	2.18%	3.18%	5.76%	1.84%	2.49%	1.80%	2.18%	-4.69%	5.26%	0.18%	4.38%	25.83%

Benchmark Metrics

SI-US-Port-TST has an annualized alpha of 9.89%, beta of 0.85, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

This portfolio captured 105.41% of S&P 500 Index gains but only 70.48% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.89% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.85 and R2 of 0.94, 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: 9.89%

Beta: 0.85

R²: 0.94

Upside Capture: 105.41%

Downside Capture: 70.48%

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

Expense Ratio

SI-US-Port-TST has an expense ratio of 0.05%, 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.

GLD

SPDR Gold Shares

QQQ

Invesco QQQ ETF

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

SI-US-Port-TST ranks 22 for risk / return — below 22% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 SI-US-Port-TST 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	1.10	1.45	-0.36
Sortino ratioReturn per unit of downside risk	1.61	2.03	-0.42
Omega ratioGain probability vs. loss probability	1.20	1.26	-0.07
Calmar ratioReturn relative to maximum drawdown	1.19	2.01	-0.82
Martin ratioReturn relative to average drawdown	5.53	8.68	-3.15

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
AAPL Apple Inc	92	2.27	3.09	1.41	4.02	9.58
AMZN Amazon.com, Inc	56	0.34	0.69	1.08	0.49	1.07
AVGO Broadcom Inc.	68	0.73	1.28	1.16	1.21	2.49
AXON Axon Enterprise, Inc.	25	-0.52	-0.49	0.94	-0.50	-0.81
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.20	152.69	69.15	348.23	2,469.46
BRK-B Berkshire Hathaway Inc.	52	0.25	0.45	1.05	0.39	0.82
BRO Brown & Brown, Inc.	11	-1.09	-1.48	0.81	-0.71	-1.17
CACI CACI International Inc	36	-0.19	-0.05	0.99	-0.20	-0.46
COST Costco Wholesale Corporation	40	-0.05	0.06	1.01	-0.06	-0.14
CTAS Cintas Corporation	31	-0.36	-0.38	0.96	-0.30	-0.49

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 SI-US-Port-TST Sharpe ratio is 1.10 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of SI-US-Port-TST 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

SI-US-Port-TST provided a 1.23% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.23%	1.15%	1.14%	1.26%	1.04%	0.79%	0.96%	1.40%	1.17%	1.23%	1.18%	1.14%
Portfolio components:
AAPL Apple Inc	0.32%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
AVGO Broadcom Inc.	0.67%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
AXON Axon Enterprise, 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%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.81%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
BRK-B Berkshire Hathaway 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%
BRO Brown & Brown, Inc.	0.94%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
CACI CACI International 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%
COST Costco Wholesale Corporation	0.57%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CTAS Cintas Corporation	0.89%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%

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 SI-US-Port-TST. 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 SI-US-Port-TST was 27.32%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current SI-US-Port-TST drawdown is 1.26%.

Drawdown	Fall	Recovery	Underwater	Related event
-27.32%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020	COVID crash2020
-21.07%Jun 2022	5mo 18d	9mo 18d	1y 3moDec 2021 - Mar 2023	Bear market2022
-16.07%Dec 2018	2mo 24d	2mo 19d	5mo 13dOct 2018 - Mar 2019	Rate-hike selloffLate 2018
-14.10%Apr 2025	1mo 18d	1mo 7d	2mo 25dFeb 2025 - May 2025	2025 selloff2025
-9.54%Mar 2026	1mo 26d	21d	2mo 17dJan 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 38 assets, with an effective number of assets of 25.86, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.54	1.91	1.69	1.58

The portfolio has a diversification ratio of 1.58, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

SI-US-Port-TST correlation to the S&P 500 Index

SI-US-Port-TST 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 (All Time) Calculated using the full available price history since Oct 1, 2018	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while BIL has the lowest at -0.01.

-0.01

0.09

0.23

0.32

0.34

0.34

0.34

0.35

0.36

0.38

Portfolio Correlations

Correlation vs. SI-US-Port-TST. SPY has the highest portfolio correlation at 0.95, while BIL has the lowest at 0.01.

0.01

0.14

0.23

0.29

0.33

0.34

0.36

0.37

0.38

0.41

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	GLD	FNMA	XOM	LLY	NEE	UNH	WMT	PGR	TXRH	TMUS	CACI	AXON	NVR	COST	FICO	WSO	META	NVDA	JPM	BRO	AVGO	LII	AMZN	MSI	TDG	LIN	EVR	GOOGL	AAPL	BRK-B	TT	V	MSFT	PH	CTAS	QQQ	SPY
BIL	1.00	0.03	0.01	-0.00	0.01	0.03	0.00	0.05	0.03	0.01	-0.01	0.01	-0.01	0.00	0.03	0.04	0.00	0.00	0.01	0.00	0.01	0.00	0.00	-0.01	-0.01	-0.00	-0.01	-0.01	-0.01	-0.03	-0.01	0.01	-0.00	0.01	0.00	0.01	-0.01	-0.01
GLD	0.03	1.00	0.01	0.04	0.03	0.16	0.03	0.04	-0.02	-0.01	0.01	0.03	0.01	0.07	0.05	0.04	0.07	0.07	0.04	-0.02	-0.00	0.06	0.07	0.07	0.06	0.05	0.10	0.04	0.09	0.04	-0.00	0.04	0.02	0.04	0.02	0.03	0.09	0.09
FNMA	0.01	0.01	1.00	0.11	0.05	0.04	0.08	0.08	0.07	0.10	0.11	0.11	0.16	0.13	0.12	0.15	0.14	0.16	0.17	0.18	0.09	0.17	0.17	0.18	0.15	0.17	0.14	0.22	0.17	0.13	0.14	0.16	0.18	0.15	0.20	0.16	0.21	0.23
XOM	-0.00	0.04	0.11	1.00	0.11	0.16	0.21	0.16	0.26	0.19	0.19	0.23	0.11	0.17	0.14	0.15	0.21	0.10	0.12	0.42	0.23	0.17	0.19	0.10	0.24	0.30	0.31	0.34	0.17	0.19	0.43	0.22	0.27	0.12	0.40	0.26	0.18	0.34
LLY	0.01	0.03	0.05	0.11	1.00	0.24	0.28	0.24	0.23	0.13	0.21	0.23	0.15	0.19	0.28	0.22	0.20	0.21	0.20	0.18	0.28	0.20	0.21	0.21	0.25	0.18	0.25	0.16	0.23	0.25	0.27	0.24	0.25	0.26	0.19	0.29	0.29	0.34
NEE	0.03	0.16	0.04	0.16	0.24	1.00	0.23	0.28	0.27	0.15	0.30	0.25	0.13	0.30	0.28	0.21	0.26	0.14	0.12	0.19	0.35	0.13	0.26	0.18	0.31	0.22	0.32	0.15	0.21	0.24	0.30	0.27	0.26	0.22	0.21	0.34	0.25	0.35
UNH	0.00	0.03	0.08	0.21	0.28	0.23	1.00	0.24	0.29	0.17	0.28	0.27	0.10	0.18	0.28	0.23	0.22	0.16	0.15	0.28	0.34	0.16	0.22	0.17	0.32	0.24	0.32	0.23	0.23	0.23	0.37	0.24	0.33	0.25	0.27	0.33	0.25	0.36
WMT	0.05	0.04	0.08	0.16	0.24	0.28	0.24	1.00	0.29	0.17	0.29	0.21	0.14	0.22	0.60	0.21	0.26	0.19	0.17	0.21	0.35	0.16	0.25	0.23	0.31	0.19	0.29	0.17	0.21	0.26	0.34	0.25	0.27	0.27	0.23	0.34	0.28	0.34
PGR	0.03	-0.02	0.07	0.26	0.23	0.27	0.29	0.29	1.00	0.15	0.32	0.29	0.14	0.22	0.30	0.25	0.24	0.14	0.10	0.34	0.52	0.14	0.24	0.12	0.35	0.29	0.36	0.22	0.12	0.20	0.48	0.31	0.37	0.22	0.28	0.38	0.19	0.32
TXRH	0.01	-0.01	0.10	0.19	0.13	0.15	0.17	0.17	0.15	1.00	0.20	0.22	0.28	0.30	0.23	0.29	0.31	0.25	0.24	0.34	0.31	0.24	0.33	0.27	0.26	0.38	0.30	0.41	0.24	0.26	0.35	0.33	0.31	0.25	0.38	0.33	0.34	0.41
TMUS	-0.01	0.01	0.11	0.19	0.21	0.30	0.28	0.29	0.32	0.20	1.00	0.26	0.19	0.25	0.35	0.29	0.23	0.24	0.22	0.23	0.36	0.20	0.23	0.26	0.38	0.28	0.36	0.23	0.24	0.30	0.37	0.25	0.37	0.31	0.25	0.40	0.33	0.38
CACI	0.01	0.03	0.11	0.23	0.23	0.25	0.27	0.21	0.29	0.22	0.26	1.00	0.26	0.28	0.28	0.31	0.31	0.22	0.20	0.29	0.39	0.23	0.32	0.21	0.37	0.40	0.33	0.34	0.26	0.24	0.35	0.34	0.31	0.29	0.35	0.44	0.32	0.42
AXON	-0.01	0.01	0.16	0.11	0.15	0.13	0.10	0.14	0.14	0.28	0.19	0.26	1.00	0.26	0.27	0.39	0.31	0.39	0.43	0.26	0.28	0.41	0.32	0.41	0.32	0.37	0.24	0.38	0.35	0.33	0.21	0.34	0.33	0.43	0.34	0.34	0.49	0.48
NVR	0.00	0.07	0.13	0.17	0.19	0.30	0.18	0.22	0.22	0.30	0.25	0.28	0.26	1.00	0.30	0.36	0.44	0.28	0.25	0.30	0.36	0.27	0.50	0.29	0.33	0.39	0.35	0.37	0.29	0.35	0.36	0.41	0.34	0.29	0.42	0.43	0.38	0.47
COST	0.03	0.05	0.12	0.14	0.28	0.28	0.28	0.60	0.30	0.23	0.35	0.28	0.27	0.30	1.00	0.36	0.34	0.36	0.35	0.23	0.42	0.34	0.35	0.39	0.41	0.29	0.38	0.24	0.36	0.42	0.35	0.34	0.40	0.45	0.29	0.47	0.50	0.51
FICO	0.04	0.04	0.15	0.15	0.22	0.21	0.23	0.21	0.25	0.29	0.29	0.31	0.39	0.36	0.36	1.00	0.38	0.40	0.41	0.26	0.43	0.39	0.36	0.43	0.38	0.41	0.35	0.36	0.39	0.40	0.32	0.35	0.48	0.49	0.35	0.46	0.53	0.54
WSO	0.00	0.07	0.14	0.21	0.20	0.26	0.22	0.26	0.24	0.31	0.23	0.31	0.31	0.44	0.34	0.38	1.00	0.30	0.31	0.37	0.40	0.34	0.63	0.32	0.36	0.38	0.41	0.42	0.32	0.37	0.39	0.55	0.34	0.31	0.52	0.46	0.45	0.54
META	0.00	0.07	0.16	0.10	0.21	0.14	0.16	0.19	0.14	0.25	0.24	0.22	0.39	0.28	0.36	0.40	0.30	1.00	0.55	0.30	0.26	0.50	0.32	0.63	0.31	0.33	0.32	0.40	0.63	0.50	0.28	0.35	0.43	0.60	0.35	0.38	0.70	0.63
NVDA	0.01	0.04	0.17	0.12	0.20	0.12	0.15	0.17	0.10	0.24	0.22	0.20	0.43	0.25	0.35	0.41	0.31	0.55	1.00	0.31	0.24	0.65	0.31	0.58	0.33	0.35	0.31	0.40	0.54	0.52	0.25	0.40	0.37	0.61	0.41	0.37	0.78	0.67
JPM	0.00	-0.02	0.18	0.42	0.18	0.19	0.28	0.21	0.34	0.34	0.23	0.29	0.26	0.30	0.23	0.26	0.37	0.30	0.31	1.00	0.38	0.36	0.41	0.28	0.36	0.47	0.43	0.62	0.34	0.33	0.66	0.49	0.45	0.30	0.62	0.41	0.41	0.60
BRO	0.01	-0.00	0.09	0.23	0.28	0.35	0.34	0.35	0.52	0.31	0.36	0.39	0.28	0.36	0.42	0.43	0.40	0.26	0.24	0.38	1.00	0.23	0.39	0.25	0.50	0.42	0.48	0.36	0.26	0.34	0.54	0.40	0.51	0.38	0.38	0.57	0.36	0.49
AVGO	0.00	0.06	0.17	0.17	0.20	0.13	0.16	0.16	0.14	0.24	0.20	0.23	0.41	0.27	0.34	0.39	0.34	0.50	0.65	0.36	0.23	1.00	0.37	0.51	0.36	0.38	0.32	0.43	0.50	0.50	0.28	0.44	0.37	0.56	0.46	0.41	0.74	0.69
LII	0.00	0.07	0.17	0.19	0.21	0.26	0.22	0.25	0.24	0.33	0.23	0.32	0.32	0.50	0.35	0.36	0.63	0.32	0.31	0.41	0.39	0.37	1.00	0.33	0.37	0.44	0.43	0.47	0.32	0.36	0.41	0.66	0.37	0.32	0.55	0.50	0.47	0.57
AMZN	-0.01	0.07	0.18	0.10	0.21	0.18	0.17	0.23	0.12	0.27	0.26	0.21	0.41	0.29	0.39	0.43	0.32	0.63	0.58	0.28	0.25	0.51	0.33	1.00	0.33	0.34	0.30	0.38	0.66	0.57	0.28	0.32	0.42	0.66	0.35	0.38	0.76	0.67
MSI	-0.01	0.06	0.15	0.24	0.25	0.31	0.32	0.31	0.35	0.26	0.38	0.37	0.32	0.33	0.41	0.38	0.36	0.31	0.33	0.36	0.50	0.36	0.37	0.33	1.00	0.43	0.46	0.33	0.36	0.39	0.44	0.45	0.45	0.42	0.43	0.55	0.47	0.56
TDG	-0.00	0.05	0.17	0.30	0.18	0.22	0.24	0.19	0.29	0.38	0.28	0.40	0.37	0.39	0.29	0.41	0.38	0.33	0.35	0.47	0.42	0.38	0.44	0.34	0.43	1.00	0.43	0.48	0.36	0.35	0.45	0.51	0.45	0.36	0.57	0.51	0.46	0.58
LIN	-0.01	0.10	0.14	0.31	0.25	0.32	0.32	0.29	0.36	0.30	0.36	0.33	0.24	0.35	0.38	0.35	0.41	0.32	0.31	0.43	0.48	0.32	0.43	0.30	0.46	0.43	1.00	0.40	0.36	0.38	0.50	0.48	0.49	0.40	0.50	0.53	0.46	0.58
EVR	-0.01	0.04	0.22	0.34	0.16	0.15	0.23	0.17	0.22	0.41	0.23	0.34	0.38	0.37	0.24	0.36	0.42	0.40	0.40	0.62	0.36	0.43	0.47	0.38	0.33	0.48	0.40	1.00	0.40	0.35	0.50	0.50	0.42	0.38	0.62	0.44	0.52	0.64
GOOGL	-0.01	0.09	0.17	0.17	0.23	0.21	0.23	0.21	0.12	0.24	0.24	0.26	0.35	0.29	0.36	0.39	0.32	0.63	0.54	0.34	0.26	0.50	0.32	0.66	0.36	0.36	0.36	0.40	1.00	0.58	0.34	0.36	0.47	0.65	0.40	0.40	0.75	0.70
AAPL	-0.03	0.04	0.13	0.19	0.25	0.24	0.23	0.26	0.20	0.26	0.30	0.24	0.33	0.35	0.42	0.40	0.37	0.50	0.52	0.33	0.34	0.50	0.36	0.57	0.39	0.35	0.38	0.35	0.58	1.00	0.39	0.36	0.46	0.61	0.40	0.45	0.74	0.69
BRK-B	-0.01	-0.00	0.14	0.43	0.27	0.30	0.37	0.34	0.48	0.35	0.37	0.35	0.21	0.36	0.35	0.32	0.39	0.28	0.25	0.66	0.54	0.28	0.41	0.28	0.44	0.45	0.50	0.50	0.34	0.39	1.00	0.47	0.53	0.35	0.56	0.52	0.40	0.60
TT	0.01	0.04	0.16	0.22	0.24	0.27	0.24	0.25	0.31	0.33	0.25	0.34	0.34	0.41	0.34	0.35	0.55	0.35	0.40	0.49	0.40	0.44	0.66	0.32	0.45	0.51	0.48	0.50	0.36	0.36	0.47	1.00	0.41	0.37	0.66	0.53	0.51	0.63
V	-0.00	0.02	0.18	0.27	0.25	0.26	0.33	0.27	0.37	0.31	0.37	0.31	0.33	0.34	0.40	0.48	0.34	0.43	0.37	0.45	0.51	0.37	0.37	0.42	0.45	0.45	0.49	0.42	0.47	0.46	0.53	0.41	1.00	0.52	0.45	0.54	0.55	0.63
MSFT	0.01	0.04	0.15	0.12	0.26	0.22	0.25	0.27	0.22	0.25	0.31	0.29	0.43	0.29	0.45	0.49	0.31	0.60	0.61	0.30	0.38	0.56	0.32	0.66	0.42	0.36	0.40	0.38	0.65	0.61	0.35	0.37	0.52	1.00	0.36	0.50	0.79	0.73
PH	0.00	0.02	0.20	0.40	0.19	0.21	0.27	0.23	0.28	0.38	0.25	0.35	0.34	0.42	0.29	0.35	0.52	0.35	0.41	0.62	0.38	0.46	0.55	0.35	0.43	0.57	0.50	0.62	0.40	0.40	0.56	0.66	0.45	0.36	1.00	0.51	0.53	0.68
CTAS	0.01	0.03	0.16	0.26	0.29	0.34	0.33	0.34	0.38	0.33	0.40	0.44	0.34	0.43	0.47	0.46	0.46	0.38	0.37	0.41	0.57	0.41	0.50	0.38	0.55	0.51	0.53	0.44	0.40	0.45	0.52	0.53	0.54	0.50	0.51	1.00	0.53	0.64
QQQ	-0.01	0.09	0.21	0.18	0.29	0.25	0.25	0.28	0.19	0.34	0.33	0.32	0.49	0.38	0.50	0.53	0.45	0.70	0.78	0.41	0.36	0.74	0.47	0.76	0.47	0.46	0.46	0.52	0.75	0.74	0.40	0.51	0.55	0.79	0.53	0.53	1.00	0.92
SPY	-0.01	0.09	0.23	0.34	0.34	0.35	0.36	0.34	0.32	0.41	0.38	0.42	0.48	0.47	0.51	0.54	0.54	0.63	0.67	0.60	0.49	0.69	0.57	0.67	0.56	0.58	0.58	0.64	0.70	0.69	0.60	0.63	0.63	0.73	0.68	0.64	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2018

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