US Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-13| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +3.81% | +0.00% | +3.81% |
| 3 Month | +7.90% | +1.45% | +6.45% |
| 1 Year | +12.98% | +17.89% | -4.91% |
| 3 Year (Ann.) | +17.89% | +22.45% | -4.55% |
| 5 Year (Ann.) | +14.05% | +14.48% | -0.42% |
| 10 Year (Ann.) | +17.15% | +15.66% | +1.49% |
| Since Inception (Ann.) | +14.28% | +8.09% | +6.19% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +7.9% | +1.4% |
| 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 Ratio0.95
Sortino Ratio1.56
Jensen's Alpha7.96%
Tracking Error8.5%
Information Ratio0.73
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