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
81.5%
Best Sharpe
3.88
Lowest Volatility
9.9%
Avg Sharpe
2.76
Performance by Category
Risk-Return Profile (Volatility vs Return)
Category:
Sort by:
StrategyCategoryRebalanceHoldingsReturn %Volatility %SharpeMax DD %
High Conviction Top 3Aggressivemonthly370.3%14.0%3.88-6.8%
Quality Composite ScoreQualityquarterly1556.8%11.9%3.85-4.9%
12-Month Momentum Top 10Momentumquarterly1081.5%16.7%3.65-7.5%
6-Month Momentum Top 20Momentumquarterly2047.6%10.9%3.62-4.8%
Low Drawdown Top 15Qualityquarterly1555.0%12.3%3.62-6.9%
Above SMA200 Top 20Trendmonthly2047.6%10.9%3.62-4.8%
Sector Rotation MomentumRotationmonthly2047.6%10.9%3.62-4.8%
All Weather PortfolioDefensivequarterly2049.5%11.4%3.60-4.3%
High Sharpe Ratio Top 10Qualityquarterly1050.5%12.6%3.32-7.9%
Momentum + QualityMulti-Factormonthly1546.5%11.8%3.30-4.2%
3-Month Momentum Top 15Momentummonthly1542.5%11.1%3.24-3.7%
High Volume + MomentumVolumemonthly1542.5%11.1%3.24-3.7%
Risk Parity by DrawdownRisk Parityquarterly2044.6%11.7%3.22-6.9%
Low Vol + High MomentumLow Volatilitymonthly1535.9%10.1%3.10-3.9%
Defensive Low BetaDefensivequarterly1535.9%10.1%3.10-3.9%
Aggressive Momentum Top 5Aggressiveweekly561.9%17.0%2.92-4.9%
Golden Cross PortfolioTrendmonthly1456.3%16.7%2.76-9.8%
Above SMA50 + MomentumTrendmonthly1547.1%14.9%2.66-8.1%
Equal Weight Top 30 MomentumEqual Weightquarterly3033.1%11.2%2.60-6.8%
1-Month Momentum Top 10Momentummonthly1054.6%19.1%2.38-13.3%
Monthly Rebalance Top 10Rotationmonthly1054.6%19.1%2.38-13.3%
Quality + ValueMulti-Factorquarterly1526.8%10.6%2.30-4.1%
Equal Weight Low Vol 25Equal Weightquarterly2523.1%9.9%2.16-5.6%
Low Volatility 60D Top 20Low Volatilityquarterly2024.4%10.7%2.10-6.9%
Risk Parity by VolatilityRisk Paritymonthly2023.3%10.5%2.04-6.6%
Momentum + Low VolatilityMulti-Factormonthly1522.7%10.6%1.99-5.7%
Volume BreakoutVolumemonthly1522.0%13.7%1.53-7.9%
Low Volatility 20D Top 15Low Volatilitymonthly1518.7%11.7%1.52-6.9%
Oversold RSI Top 10Mean Reversionweekly514.8%14.0%1.06-9.6%
Max Drawdown RecoveryMean Reversionmonthly86.1%15.3%0.47-13.8%

Stock Factor Analysis

Risk vs Momentum (bubble size = Sharpe ratio)
Top 20 by 6M Momentum
TickerPrice1M %3M %6M %Vol %SharpeRSI
INTC$68.5048.3%45.9%85.9%75.7%0.8690
MRK$119.074.3%10.2%44.2%24.7%0.1649
GOOGL$341.6811.2%3.6%36.1%28.5%1.4794
XOM$146.44-7.4%13.5%34.4%30.1%0.7218
CSCO$86.2510.5%15.3%26.2%37.1%1.4671
CVX$183.99-8.7%11.7%23.8%24.9%0.6422
JNJ$234.18-1.4%7.7%23.3%15.2%1.5937
WMT$127.505.5%6.7%20.2%27.5%1.8160
VZ$46.55-4.5%21.4%19.1%31.6%0.7427
PFE$27.560.5%9.2%17.7%24.1%0.5655
AMZN$250.5620.0%4.8%16.8%33.4%0.6898
KO$75.740.3%8.3%13.6%16.5%1.0550
LLY$927.031.0%-10.6%13.5%40.8%0.5062
NVDA$201.6812.9%8.3%10.9%36.7%1.1493
CMCSA$29.633.4%7.7%10.6%24.2%-0.1669
AAPL$270.238.5%5.9%9.4%25.8%1.0173
BAC$53.9114.7%2.3%8.0%25.9%1.0389
PEP$157.673.2%8.7%5.2%23.1%0.0660
JPM$310.298.3%-0.2%4.9%24.4%1.2981
T$26.51-3.4%14.0%3.4%28.5%1.4226

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 Sunday, Apr 19, 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
1.26
Volatility %
13.49%
Max Drawdown %
16.56%
Total Return %
33.66%
Sortino Ratio
1.76
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
1.83
Volatility %
9.64%
Max Drawdown %
10.61%
Total Return %
36.39%
Sortino Ratio
2.39
Calmar Ratio
0.01
Cumulative returns (wealth index)
Drawdown %
Portfolio weights (top 20)
Rolling Sharpe ratio (21-day, annualized)
Rolling volatility (21-day, annualized %)
Daily returns distribution (%)