US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-05-04| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | -0.34% | +0.00% | -0.34% |
| 3 Month | +3.02% | +4.99% | -1.97% |
| 1 Year | +17.32% | +23.29% | -5.98% |
| 3 Year (Ann.) | +18.07% | +22.11% | -4.03% |
| 5 Year (Ann.) | +12.76% | +13.19% | -0.43% |
| 10 Year (Ann.) | +16.84% | +15.18% | +1.66% |
| Since Inception (Ann.) | +14.31% | +8.19% | +6.12% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +11.9% | +5.7% |
| 2025 | +7.7% | +17.9% |
| 2024 | +20.8% | +25.0% |
| 2023 | +17.7% | +26.3% |
| 2022 | -16.6% | -18.1% |
| 2021 | +37.7% | +28.7% |
| 2020 | +29.8% | +18.4% |
| 2019 | +38.5% | +31.5% |
| 2018 | +1.0% | -4.4% |
| 2017 | +23.9% | +21.8% |
| 2016 | +11.0% | +12.0% |
Risk Statistics
Volatility (Annual)13.0%
Max Drawdown-38.8%
Beta0.71
Index Correlation0.83
R-Squared0.69
Sharpe Ratio0.96
Sortino Ratio1.58
Jensen's Alpha7.93%
Tracking Error8.5%
Information Ratio0.72
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