US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-27| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +4.52% | -0.76% | +5.28% |
| 3 Month | +8.04% | +0.74% | +7.30% |
| 1 Year | +13.75% | +16.99% | -3.24% |
| 3 Year (Ann.) | +17.91% | +21.82% | -3.91% |
| 5 Year (Ann.) | +14.09% | +14.18% | -0.09% |
| 10 Year (Ann.) | +17.16% | +15.51% | +1.66% |
| Since Inception (Ann.) | +14.29% | +8.05% | +6.24% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +8.6% | +0.7% |
| 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 Alpha8.01%
Tracking Error8.5%
Information Ratio0.73
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