Swensen 75/15/10

The chart shows the growth of an initial investment of $10,000 in Swensen 75/15/10, 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 month.

Based on dividend-adjusted daily data since Oct 15, 2020, Swensen 75/15/10's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Dec 2020 with a return of +26.0%, while the worst month was Sep 2022 at -9.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Swensen 75/15/10 closed higher 55% of trading days. The best single day was Dec 16, 2020 with a return of +18.6%, while the worst single day was Dec 17, 2020 at -11.9%.

Swensen 75/15/10 has an annualized alpha of 5.22%, beta of 0.91, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 15, 2020.

• This portfolio captured 107.62% of S&P 500 Index gains but only 93.86% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 5.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.91 and R2 of 0.57, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Swensen 75/15/10 has an expense ratio of 0.14%, 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.

Swensen 75/15/10 ranks 31 for risk / return — below 31% 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.

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 Swensen 75/15/10 Sharpe ratio is 1.45 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.47 to 2.35, 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 Swensen 75/15/10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Swensen 75/15/10 provided a 1.95% 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 Swensen 75/15/10. 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 Swensen 75/15/10 was 32.44%, occurring on Oct 14, 2022. Recovery took 344 trading sessions.

The current Swensen 75/15/10 drawdown is 3.62%.

The chart below shows the rolling one-month volatility.