Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | Large Cap Growth Equities, Dividend | 22.50% |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | Dividend, S&P 500 | 22.50% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 35% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500 | 15% |
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | Technology | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fortress of Solitude, 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 Jul 30, 2025, corresponding to the inception date of STRC
Returns By Period
| 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 Fortress of Solitude | 0.18% | -2.39% | 2.86% | 4.68% | — | — | — | — |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 0.18% | -1.87% | -2.68% | 0.11% | 23.19% | — | — | — |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 0.24% | -2.84% | -2.34% | 0.52% | 16.86% | — | — | — |
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | 0.00% | 0.96% | 4.12% | 6.75% | — | — | — | — |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -3.49% | -3.57% | -4.50% | 22.96% | 28.37% | 17.71% | 17.43% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 31, 2025, Fortress of Solitude's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 80% of months were positive and 20% were negative. The best month was Jan 2026 with a return of +3.9%, while the worst month was Mar 2026 at -3.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Fortress of Solitude closed higher 56% of trading days. The best single day was Feb 6, 2026 with a return of +2.2%, while the worst single day was Oct 10, 2025 at -2.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.89% | 2.03% | -3.56% | 0.63% | 2.86% | ||||||||
| 2025 | -0.56% | 2.92% | 1.79% | 0.99% | 0.73% | 0.35% | 6.35% |
Benchmark Metrics
Fortress of Solitude has an annualized alpha of 9.87%, beta of 0.76, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since July 31, 2025.
- This portfolio captured 110.02% of S&P 500 Index gains but only 30.03% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 9.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 9.87%
- Beta
- 0.76
- R²
- 0.91
- Upside Capture
- 110.02%
- Downside Capture
- 30.03%
Expense Ratio
Fortress of Solitude has an expense ratio of 0.17%, 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
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 67 | 1.14 | 1.76 | 1.27 | 1.98 | 8.98 |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 57 | 1.00 | 1.52 | 1.25 | 1.52 | 7.84 |
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | — | — | — | — | — | — |
SPMO Invesco S&P 500 Momentum ETF | 58 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
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Dividends
Dividend yield
Fortress of Solitude provided a 6.05% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.05% | 5.67% | 5.09% | 2.17% | 1.44% | 1.05% | 1.30% | 1.25% | 1.23% | 1.04% | 1.30% | 1.09% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 10.73% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 8.64% | 8.01% | 7.45% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | 7.07% | 4.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 Fortress of Solitude. 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 Fortress of Solitude was 5.72%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Fortress of Solitude drawdown is 3.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.72% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -4.23% | Oct 29, 2025 | 17 | Nov 20, 2025 | 5 | Nov 28, 2025 | 22 |
| -2.35% | Oct 9, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -2% | Dec 12, 2025 | 4 | Dec 17, 2025 | 5 | Dec 24, 2025 | 9 |
| -1.72% | Jul 31, 2025 | 2 | Aug 1, 2025 | 3 | Aug 6, 2025 | 5 |
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 4.02, 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 | SCHD | STRC | SPMO | GPIQ | GPIX | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.35 | 0.40 | 0.89 | 0.95 | 1.00 | 0.93 |
| SCHD | 0.35 | 1.00 | 0.18 | 0.17 | 0.20 | 0.35 | 0.62 |
| STRC | 0.40 | 0.18 | 1.00 | 0.32 | 0.43 | 0.40 | 0.43 |
| SPMO | 0.89 | 0.17 | 0.32 | 1.00 | 0.88 | 0.89 | 0.81 |
| GPIQ | 0.95 | 0.20 | 0.43 | 0.88 | 1.00 | 0.95 | 0.85 |
| GPIX | 1.00 | 0.35 | 0.40 | 0.89 | 0.95 | 1.00 | 0.92 |
| Portfolio | 0.93 | 0.62 | 0.43 | 0.81 | 0.85 | 0.92 | 1.00 |