Brokerage Account

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	28.02%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	22.84%
SPY State Street SPDR S&P 500 ETF	S&P 500	17.54%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	10.52%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	9.70%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	5.78%
VOO Vanguard S&P 500 ETF	S&P 500	5.38%
VMFXX Vanguard Federal Money Market Fund	Money Market	0.22%

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for Brokerage Account

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

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brokerage Account, 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.

Loading charts...

Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-1.01%	0.51%	7.46%	8.94%	18.43%	17.86%	11.50%	13.17%
Portfolio Brokerage Account	-1.29%	0.58%	10.96%	12.80%	21.27%	32.01%	27.93%	—
Portfolio components:
NVDA NVIDIA Corporation	-2.21%	-0.90%	9.04%	8.88%	17.39%	62.34%	62.14%	65.54%
QQQM Invesco NASDAQ 100 ETF	-1.50%	-3.67%	12.25%	13.49%	24.43%	22.49%	14.99%	—
SCHD Schwab U.S. Dividend Equity ETF	-0.39%	3.89%	15.75%	21.95%	25.71%	14.33%	9.36%	12.44%
SCHG Schwab U.S. Large-Cap Growth ETF	-1.30%	2.26%	5.86%	5.02%	15.45%	21.11%	13.54%	18.34%
SPY State Street SPDR S&P 500 ETF	-0.99%	0.57%	8.04%	9.58%	19.66%	19.32%	13.02%	14.97%
VMFXX Vanguard Federal Money Market Fund	0.00%	0.29%	1.80%	1.80%	3.90%	4.37%	3.08%	—
VOO Vanguard S&P 500 ETF	-1.01%	0.55%	8.05%	9.60%	19.76%	19.41%	13.08%	15.05%
VTI Vanguard Total Stock Market ETF	-0.96%	0.63%	8.01%	10.13%	20.06%	18.99%	12.10%	14.58%

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

Monthly Returns

Based on dividend-adjusted daily data since May 25, 2021, Brokerage Account's average daily return is +0.11%, while the average monthly return is +2.31%. At this rate, an investment would double in approximately 2.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +13.9%, while the worst month was Apr 2022 at -15.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Brokerage Account closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was Apr 4, 2025 at -6.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.06%	-1.29%	-3.31%	11.06%	5.31%	-2.53%	0.59%						12.80%
2025	-1.27%	0.50%	-7.02%	-1.57%	10.74%	8.53%	4.77%	1.33%	3.74%	3.58%	-3.35%	1.45%	22.09%
2024	7.72%	12.22%	7.30%	-4.28%	10.69%	6.31%	0.06%	2.07%	1.80%	2.26%	5.19%	-2.89%	58.71%
2023	13.86%	4.71%	9.67%	0.40%	10.80%	7.91%	5.64%	0.62%	-6.94%	-3.65%	10.40%	5.45%	74.18%
2022	-8.64%	-2.28%	5.81%	-15.15%	0.75%	-10.70%	11.63%	-7.78%	-11.77%	8.89%	11.39%	-8.31%	-27.15%
2021					1.26%	8.39%	0.72%	6.18%	-5.43%	11.33%	8.31%	-0.94%	32.60%

Benchmark Metrics

Brokerage Account has an annualized alpha of 12.73%, beta of 1.30, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

This portfolio captured 172.21% of S&P 500 Index gains and 102.22% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 12.73% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.73%

Beta: 1.30

R²: 0.81

Upside Capture: 172.21%

Downside Capture: 102.22%

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

Expense Ratio

Brokerage Account 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.

QQQM

Invesco NASDAQ 100 ETF

VMFXX

Vanguard Federal Money Market Fund

SPY

State Street SPDR S&P 500 ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VOO

Vanguard S&P 500 ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

Brokerage Account ranks 34 for risk / return — below 34% 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 Brokerage Account 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	1.32	1.47	-0.15
Sortino ratioReturn per unit of downside risk	1.86	2.05	-0.19
Omega ratioGain probability vs. loss probability	1.24	1.27	-0.03
Calmar ratioReturn relative to maximum drawdown	2.33	2.03	+0.30
Martin ratioReturn relative to average drawdown	7.17	8.80	-1.64

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
NVDA NVIDIA Corporation	60	0.49	0.92	1.11	0.86	1.84
QQQM Invesco NASDAQ 100 ETF	47	1.32	1.82	1.23	2.05	7.21
SCHD Schwab U.S. Dividend Equity ETF	89	2.34	3.64	1.42	5.60	13.68
SCHG Schwab U.S. Large-Cap Growth ETF	29	0.95	1.36	1.17	0.95	3.03
SPY State Street SPDR S&P 500 ETF	59	1.57	2.18	1.28	2.22	9.66
VMFXX Vanguard Federal Money Market Fund	—	3.67	—	—	—	—
VOO Vanguard S&P 500 ETF	59	1.58	2.20	1.29	2.23	9.71
VTI Vanguard Total Stock Market ETF	59	1.57	2.18	1.28	2.26	9.88

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 Brokerage Account Sharpe ratio is 1.32 as of Jul 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.21 to 2.00, 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 Brokerage Account compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

Brokerage Account provided a 1.16% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.16%	1.29%	1.30%	1.34%	1.42%	1.08%	1.26%	1.35%	1.54%	1.29%	1.46%	1.72%
Portfolio components:
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
QQQM Invesco NASDAQ 100 ETF	0.46%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.18%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SPY State Street SPDR S&P 500 ETF	1.01%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
VMFXX Vanguard Federal Money Market Fund	3.82%	4.14%	4.70%	4.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.08%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VTI Vanguard Total Stock Market ETF	1.06%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Brokerage Account. 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 Brokerage Account was 37.80%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current Brokerage Account drawdown is 4.14%.

Drawdown	Fall	Recovery	Underwater	Related event
-37.80%Oct 2022	10mo 26d	7mo 13d	1y 6moNov 2021 - May 2023	Bear market2022
-22.55%Apr 2025	2mo 14d	2mo 17d	5mo 1dJan 2025 - Jun 2025	2025 selloff2025
-12.24%Aug 2024	27d	1mo 28d	2mo 25dJul 2024 - Oct 2024	—
-11.62%Oct 2023	1mo 26d	24d	2mo 20dSep 2023 - Nov 2023	—
-9.82%Apr 2024	24d	26d	1mo 20dMar 2024 - May 2024	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.31, 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	1.23	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.

Brokerage Account correlation to the S&P 500 Index

Brokerage Account has a 0.85 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 25, 2021	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while VMFXX has the lowest at 0.04.

0.04

0.68

0.69

0.94

0.94

0.99

1.00

1.00

Portfolio Correlations

Correlation vs. Brokerage Account. NVDA has the highest portfolio correlation at 0.94, while VMFXX has the lowest at -0.00.

-0.00

0.49

0.87

0.88

0.88

0.91

0.91

0.94

Asset Correlations Table

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

	VMFXX	SCHD	NVDA	SCHG	QQQM	VTI	VOO	SPY
VMFXX	1.00	0.06	-0.03	0.02	0.02	0.04	0.04	0.04
SCHD	0.06	1.00	0.26	0.47	0.49	0.70	0.68	0.68
NVDA	-0.03	0.26	1.00	0.77	0.77	0.67	0.69	0.69
SCHG	0.02	0.47	0.77	1.00	0.97	0.93	0.94	0.94
QQQM	0.02	0.49	0.77	0.97	1.00	0.93	0.94	0.94
VTI	0.04	0.70	0.67	0.93	0.93	1.00	0.99	0.99
VOO	0.04	0.68	0.69	0.94	0.94	0.99	1.00	1.00
SPY	0.04	0.68	0.69	0.94	0.94	0.99	1.00	1.00

The correlation results are calculated based on daily price changes starting from May 25, 2021

Diversification Analysis

Find what Brokerage Account is missing

See which holdings overlap, where Brokerage Account is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification