US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-10-30| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +2.21% | -0.87% | +3.08% |
| 3 Month | +1.13% | +1.48% | -0.35% |
| 1 Year | +20.35% | +12.11% | +8.24% |
| 3 Year (Ann.) | +19.80% | +23.42% | -3.62% |
| 5 Year (Ann.) | +10.52% | +12.06% | -1.54% |
| 10 Year (Ann.) | +17.27% | +15.45% | +1.82% |
| Since Inception (Ann.) | +14.27% | +8.26% | +6.00% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +18.2% | +11.8% |
| 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)12.9%
Max Drawdown-38.8%
Beta0.70
Index Correlation0.83
R-Squared0.68
Sharpe Ratio0.95
Sortino Ratio1.58
Jensen's Alpha7.85%
Tracking Error8.6%
Information Ratio0.70
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