US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-05-31| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +0.10% | +5.30% | -5.20% |
| 3 Month | +3.40% | +10.50% | -7.10% |
| 1 Year | +17.80% | +29.80% | -12.00% |
| 3 Year (Ann.) | +17.70% | +23.60% | -5.90% |
| 5 Year (Ann.) | +12.60% | +14.20% | -1.60% |
| 10 Year (Ann.) | +16.80% | +15.60% | +1.20% |
| Since Inception (Ann.) | +14.30% | +8.40% | +5.90% |
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 Ratio0.95
Sortino Ratio1.58
Index Correlation0.83
R-Squared0.69
Beta0.71
Jensen's Alpha7.8%
Tracking Error8.58%
Information Ratio0.58
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