Performance Portfolio

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

As of Apr 2, 2026, the Performance Portfolio returned -2.07% Year-To-Date and 35.71% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 3, 2013, Performance Portfolio's average daily return is +0.12%, while the average monthly return is +2.49%. At this rate, your investment would double in approximately 2.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Aug 2018 with a return of +19.9%, while the worst month was Oct 2018 at -17.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Performance Portfolio closed higher 55% of trading days. The best single day was Apr 22, 2016 with a return of +14.9%, while the worst single day was Mar 16, 2020 at -13.4%.

Performance Portfolio has an annualized alpha of 16.87%, beta of 1.14, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

• This portfolio captured 195.94% of S&P 500 Index gains and 112.23% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 16.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.14 and R² of 0.58, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Performance Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Performance Portfolio ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

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

• 1-Year: 1.49
• 5-Year: 0.95
• 10-Year: 1.34
• All Time: 1.21

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 Performance Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Performance Portfolio provided a 0.99% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Performance 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 Performance Portfolio was 35.29%, occurring on Oct 14, 2022. Recovery took 198 trading sessions.

The current Performance Portfolio drawdown is 10.14%.

The chart below shows the rolling one-month volatility.