US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-03-31| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | -3.50% | -5.00% | +1.50% |
| 3 Month | +4.90% | -4.30% | +9.20% |
| 1 Year | +16.00% | +17.80% | -1.80% |
| 3 Year (Ann.) | +15.40% | +18.30% | -2.90% |
| 5 Year (Ann.) | +12.20% | +12.10% | +0.10% |
| 10 Year (Ann.) | +16.00% | +14.20% | +1.80% |
| Since Inception (Ann.) | +14.10% | +7.80% | +6.30% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| 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% |
| 2015 | +8.0% | +1.4% |
Risk Statistics
Volatility (Annual)13%
Max Drawdown-38.8%
Sharpe Ratio0.94
Sortino Ratio1.55
Index Correlation0.83
R-Squared0.69
Beta0.71
Jensen's Alpha8%
Tracking Error8.5%
Information Ratio0.63
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