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SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL )
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 20.00%SCHG 20.00%SPMO 20.00%SMH 20.00%SPHQ 20.00%CryptocurrencyCryptocurrencyEquityEquity

S&P 500 Index

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.


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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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.72%-2.38%-4.67%1.00%-5.34%
20254.37%-5.31%-6.40%3.41%10.09%6.50%3.67%-0.71%5.70%2.83%-4.46%0.05%19.94%
20243.62%16.10%7.07%-7.22%8.73%3.31%-0.69%-0.68%2.78%1.61%12.59%-1.68%53.08%
202314.19%-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%
20213.39%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
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.


SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Risk / Return Rank: 1414
Overall Rank
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Sortino Ratio Rank: 2424
Sortino Ratio Rank
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Omega Ratio Rank: 1818
Omega Ratio Rank
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Calmar Ratio Rank: 44
Calmar Ratio Rank
SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Martin Ratio Rank: 44
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

0.91

0.88

+0.03

Sortino ratio

Return per unit of downside risk

1.44

1.37

+0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.27

1.39

-1.66

Martin ratio

Return relative to average drawdown

-0.73

6.43

-7.16


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
SCHG
Schwab U.S. Large-Cap Growth ETF
350.721.191.171.043.47
SPMO
Invesco S&P 500 Momentum ETF
581.011.551.231.916.68
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
SPHQ
Invesco S&P 500 Quality ETF
480.901.401.191.466.32
BTC-USD
Bitcoin
39-0.43-0.360.96-1.14-2.03

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.

SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 0.91
  • 5-Year: 0.68
  • 10-Year: 1.43
  • All Time: 1.45

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 0.98 to 1.66, 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 SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) 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

SCHG;SPMO;SPHQ;SMH ;BTC ( WEBULL ) provided a 0.56% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.56%0.50%0.49%0.82%1.05%0.53%0.81%1.04%1.21%0.96%1.09%1.20%
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.


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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, 2017374Dec 25, 2018413Feb 11, 2020787
-41.36%Nov 9, 2021341Oct 15, 2022419Dec 8, 2023760
-34.69%Feb 15, 202031Mar 16, 2020126Jul 20, 2020157
-23.22%Jan 24, 202575Apr 8, 202559Jun 6, 2025134
-17.83%Sep 2, 201713Sep 14, 201725Oct 9, 201738

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 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

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

BenchmarkBTC-USDSPMOSMHSPHQSCHGPortfolio
Benchmark1.000.210.780.770.940.940.70
BTC-USD0.211.000.170.160.150.170.76
SPMO0.780.171.000.620.710.740.57
SMH0.770.160.621.000.690.750.61
SPHQ0.940.150.710.691.000.800.60
SCHG0.940.170.740.750.801.000.63
Portfolio0.700.760.570.610.600.631.00
The correlation results are calculated based on daily price changes starting from Oct 13, 2015