US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-09-30| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | -2.67% | -0.35% | -2.33% |
| 3 Month | +3.38% | +2.30% | +1.07% |
| 1 Year | +17.09% | +15.74% | +1.35% |
| 3 Year (Ann.) | +18.50% | +22.86% | -4.36% |
| 5 Year (Ann.) | +12.00% | +13.79% | -1.79% |
| 10 Year (Ann.) | +16.78% | +15.33% | +1.44% |
| Since Inception (Ann.) | +14.22% | +8.32% | +5.90% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +15.6% | +12.7% |
| 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-Squared0.68
Sharpe Ratio0.95
Sortino Ratio1.57
Jensen's Alpha7.76%
Tracking Error8.6%
Information Ratio0.69
Unlock full access to this strategy
Get live holdings, full rankings, fact sheets, and data downloads.