Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 20% |
SPHQ Invesco S&P 500 Quality ETF | S&P 500, Large Cap Value Equities | 20% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500 | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ), 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.
Loading graphics...
The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
As of Apr 3, 2026, the SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) returned -5.34% Year-To-Date and 41.03% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) | -0.28% | -2.65% | -5.34% | -8.99% | 21.59% | 31.85% | 16.50% | 41.03% |
| Portfolio components: | ||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -3.49% | -3.57% | -4.50% | 22.96% | 28.37% | 17.71% | 17.43% |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
SPHQ Invesco S&P 500 Quality ETF | -0.13% | -4.08% | 1.33% | 3.12% | 15.43% | 18.15% | 12.67% | 13.65% |
BTC-USD Bitcoin | -1.99% | -2.31% | -23.70% | -44.66% | -19.07% | 33.89% | 3.18% | 66.03% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2015, SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL )'s average daily return is +0.11%, while the average monthly return is +3.18%. At this rate, your investment would double in approximately 1.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2017 with a return of +31.5%, while the worst month was Jun 2022 at -15.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) closed higher 55% of trading days. The best single day was Dec 7, 2017 with a return of +17.6%, while the worst single day was Mar 12, 2020 at -16.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.72% | -2.38% | -4.67% | 1.00% | -5.34% | ||||||||
| 2025 | 4.37% | -5.31% | -6.40% | 3.41% | 10.09% | 6.50% | 3.67% | -0.71% | 5.70% | 2.83% | -4.46% | 0.05% | 19.94% |
| 2024 | 3.62% | 16.10% | 7.07% | -7.22% | 8.73% | 3.31% | -0.69% | -0.68% | 2.78% | 1.61% | 12.59% | -1.68% | 53.08% |
| 2023 | 14.19% | -1.19% | 10.60% | 0.49% | 1.51% | 7.59% | 1.71% | -3.29% | -2.77% | 5.08% | 10.41% | 8.07% | 64.20% |
| 2022 | -9.38% | -0.09% | 3.03% | -12.18% | -1.77% | -15.19% | 11.79% | -6.37% | -8.90% | 7.53% | 4.87% | -6.07% | -31.06% |
| 2021 | 3.39% | 9.53% | 9.77% | 2.05% | -10.80% | 3.13% | 5.48% | 5.70% | -5.43% | 15.31% | -0.77% | -3.29% | 36.15% |
Benchmark Metrics
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) has an annualized alpha of 22.13%, beta of 1.06, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.
- This portfolio captured 185.19% of S&P 500 Index gains but only 87.82% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 22.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.06 and R² of 0.50, 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
- 22.13%
- Beta
- 1.06
- R²
- 0.50
- Upside Capture
- 185.19%
- Downside Capture
- 87.82%
Expense Ratio
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) 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
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) ranks 14 for risk / return — in the bottom 14% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.88 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.37 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.39 | -1.66 |
Martin ratioReturn relative to average drawdown | -0.73 | 6.43 | -7.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
SPMO Invesco S&P 500 Momentum ETF | 58 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
SPHQ Invesco S&P 500 Quality ETF | 48 | 0.90 | 1.40 | 1.19 | 1.46 | 6.32 |
BTC-USD Bitcoin | 39 | -0.43 | -0.36 | 0.96 | -1.14 | -2.03 |
Loading graphics...
Dividends
Dividend yield
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) provided a 0.56% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.50% | 0.49% | 0.82% | 1.05% | 0.53% | 0.81% | 1.04% | 1.21% | 0.96% | 1.09% | 1.20% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
SPHQ Invesco S&P 500 Quality ETF | 1.19% | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ). 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 SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) was 44.49%, occurring on Dec 25, 2018. Recovery took 413 trading sessions.
The current SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) drawdown is 10.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.49% | Dec 17, 2017 | 374 | Dec 25, 2018 | 413 | Feb 11, 2020 | 787 |
| -41.36% | Nov 9, 2021 | 341 | Oct 15, 2022 | 419 | Dec 8, 2023 | 760 |
| -34.69% | Feb 15, 2020 | 31 | Mar 16, 2020 | 126 | Jul 20, 2020 | 157 |
| -23.22% | Jan 24, 2025 | 75 | Apr 8, 2025 | 59 | Jun 6, 2025 | 134 |
| -17.83% | Sep 2, 2017 | 13 | Sep 14, 2017 | 25 | Oct 9, 2017 | 38 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, 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
| Benchmark | BTC-USD | SPMO | SMH | SPHQ | SCHG | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.21 | 0.78 | 0.77 | 0.94 | 0.94 | 0.70 |
| BTC-USD | 0.21 | 1.00 | 0.17 | 0.16 | 0.15 | 0.17 | 0.76 |
| SPMO | 0.78 | 0.17 | 1.00 | 0.62 | 0.71 | 0.74 | 0.57 |
| SMH | 0.77 | 0.16 | 0.62 | 1.00 | 0.69 | 0.75 | 0.61 |
| SPHQ | 0.94 | 0.15 | 0.71 | 0.69 | 1.00 | 0.80 | 0.60 |
| SCHG | 0.94 | 0.17 | 0.74 | 0.75 | 0.80 | 1.00 | 0.63 |
| Portfolio | 0.70 | 0.76 | 0.57 | 0.61 | 0.60 | 0.63 | 1.00 |