Portfolio Performance

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Systematic portfolio construction for US equities. Compare strategy performance, risk-adjusted returns, and factor-based allocations. US equity results use S&P 500 stocks with multiple construction rules.

Methodology

30 systematic portfolio strategies are constructed using S&P 500 stocks. Factor signals include momentum (1M, 3M, 6M, 12M), volatility, quality (Sharpe ratio), trend (SMA), and volume metrics. Each strategy selects and weights stocks based on its factor rules, then rebalances weekly, monthly, or quarterly.

Backtests use daily price data. Transaction costs are not modeled. Equity curves show portfolio value normalized to 100 at the start of the backtest period.

Click any strategy row to expand its holdings, weights, and equity curve. The risk-return scatter plots each strategy by annualized volatility vs total return, with bubble size proportional to Sharpe ratio.

30 US equity strategies · 36 S&P 500 stocks

US Equity (S&P 500)

Best Return
59.5%
Best Sharpe
2.63
Lowest Volatility
0.0%
Avg Sharpe
1.58
Performance by Category
Risk-Return Profile (Volatility vs Return)
Category:
Sort by:
StrategyCategoryRebalanceHoldingsReturn %Volatility %SharpeMax DD %
High Conviction Top 3Aggressivemonthly347.5%15.2%2.63-9.2%
12-Month Momentum Top 10Momentumquarterly1059.5%20.3%2.40-12.1%
Low Vol + High MomentumLow Volatilitymonthly1438.5%14.8%2.28-9.9%
High Sharpe Ratio Top 10Qualityquarterly1043.0%16.3%2.28-10.5%
Defensive Low BetaDefensivequarterly1438.5%14.8%2.28-9.9%
Golden Cross PortfolioTrendmonthly941.8%16.4%2.22-10.8%
Aggressive Momentum Top 5Aggressiveweekly552.4%19.9%2.22-12.3%
Above SMA50 + MomentumTrendmonthly1038.1%15.7%2.13-10.3%
Above SMA200 Top 20Trendmonthly1635.1%15.1%2.07-11.1%
Quality Composite ScoreQualityquarterly1535.7%15.7%2.02-12.0%
Risk Parity by DrawdownRisk Parityquarterly2032.8%14.9%1.98-11.1%
1-Month Momentum Top 10Momentummonthly1034.5%16.5%1.88-11.4%
Monthly Rebalance Top 10Rotationmonthly1034.5%16.5%1.88-11.4%
All Weather PortfolioDefensivequarterly2030.0%15.2%1.80-11.5%
Low Drawdown Top 15Qualityquarterly1528.8%14.8%1.79-11.2%
6-Month Momentum Top 20Momentumquarterly2027.2%14.5%1.74-10.7%
Sector Rotation MomentumRotationmonthly2027.2%14.5%1.74-10.7%
3-Month Momentum Top 15Momentummonthly1525.8%14.2%1.69-9.7%
High Volume + MomentumVolumemonthly1525.8%14.2%1.69-9.7%
Quality + ValueMulti-Factorquarterly1530.3%17.4%1.61-12.9%
Momentum + Low VolatilityMulti-Factormonthly1520.5%13.6%1.44-10.1%
Equal Weight Top 30 MomentumEqual Weightquarterly3022.0%15.7%1.34-11.5%
Momentum + QualityMulti-Factormonthly1517.6%14.8%1.17-9.7%
Equal Weight Low Vol 25Equal Weightquarterly2513.3%13.6%0.99-10.5%
Risk Parity by VolatilityRisk Paritymonthly2012.9%13.5%0.97-9.8%
Low Volatility 60D Top 20Low Volatilityquarterly2012.7%13.8%0.94-10.2%
Low Volatility 20D Top 15Low Volatilitymonthly1511.4%13.5%0.86-9.3%
Volume BreakoutVolumemonthly156.9%18.3%0.46-13.1%
Max Drawdown RecoveryMean Reversionmonthly00.0%0.0%0.000.0%
Oversold RSI Top 10Mean Reversionweekly7-16.4%16.1%-1.04-21.0%

Stock Factor Analysis

Risk vs Momentum (bubble size = Sharpe ratio)
Top 20 by 6M Momentum
TickerPrice1M %3M %6M %Vol %SharpeRSI
XOM$162.308.3%35.8%47.2%28.8%0.9863
MRK$121.091.4%15.9%36.5%23.7%0.1172
INTC$48.145.6%30.5%33.9%80.1%0.3856
JNJ$244.67-0.3%18.9%33.0%15.9%1.4856
CVX$198.086.5%31.2%30.8%23.8%0.7952
WMT$124.88-2.1%12.3%23.0%25.7%1.7649
GOOGL$296.41-2.1%-5.2%21.2%26.9%1.2445
VZ$49.46-3.4%23.5%16.8%30.5%0.7641
LLY$959.72-4.4%-10.5%16.6%43.0%0.5246
KO$76.16-1.8%9.7%15.6%16.8%0.9844
CSCO$78.29-3.2%2.2%15.2%36.3%1.1852
PEP$154.73-4.8%8.8%10.1%22.6%0.0041
PFE$28.557.2%16.6%8.5%23.1%0.4567
T$28.31-2.3%15.3%5.1%26.6%1.4462
AAPL$254.45-3.1%-6.3%-0.2%25.1%0.8748
BAC$49.10-1.8%-10.2%-2.1%26.2%0.7564
CMCSA$28.02-12.7%1.2%-2.2%25.8%-0.4028
BRK-B$479.65-1.6%-4.6%-3.7%17.6%0.4735
JPM$294.55-1.6%-8.2%-4.3%25.7%0.9965
PG$144.16-8.9%1.3%-4.6%20.8%-0.0730

Model Optimization

Portfolio optimization comparing Max Sharpe, Min Variance, Equal Weight, Inverse Volatility, Max Diversification, and Risk Parity — with equity curves, drawdowns, rolling Sharpe, return distributions, and weights.

Generated Thursday, Apr 2, 2026

Methodology

Built with the skfolio library. US portfolio uses a subset of S&P 500 stocks; global portfolio uses major equity indices. Six models fitted on historical daily returns — transaction costs not modeled.

US Portfolio (US equity)

36 assets · Select a model to view metrics and plots

Risk–return (all models)
All models: cumulative returns (wealth index)
All models: drawdown % comparison
Sharpe Ratio
0.91
Volatility %
13.49%
Max Drawdown %
16.56%
Total Return %
24.48%
Sortino Ratio
1.28
Calmar Ratio
0.00
Cumulative returns (wealth index)
Drawdown %
Portfolio weights (top 20)
Rolling Sharpe ratio (21-day, annualized)
Rolling volatility (21-day, annualized %)
Daily returns distribution (%)

Global Portfolio (global indices)

20 assets · Select a model to view metrics and plots

Risk–return (all models)
All models: cumulative returns (wealth index)
All models: drawdown % comparison
Sharpe Ratio
0.77
Volatility %
2.42%
Max Drawdown %
15.51%
Total Return %
29.79%
Sortino Ratio
1.05
Calmar Ratio
0.00
Cumulative returns (wealth index)
Drawdown %
Portfolio weights (top 20)
Rolling Sharpe ratio (21-day, annualized)
Rolling volatility (21-day, annualized %)
Daily returns distribution (%)