Tracked live, with every number public. Last 12 months: 19.2% vs 13.0% for the S&P 500. Since May 2019: 277% vs 185%. Past results, not a promise.
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Total return. 2008 is a backtest. 2021 to 2023 are actual results.
01
How it behaved in 2008
Backtest. Fell 29.9% vs 36.8% for the S&P 500, with a worst drop of 37.6% vs 47.6%. Still a big loss.
02
How it behaved in 2022
Actual results. Fell 8.5% vs 18.2% for the S&P 500, with a worst drop of 15.5% vs 24.5%.
03
What a normal year looks like
2021: up 30.7% vs 28.7%. 2023: up 17.7% vs 26.2%. Some years it leads, some years it trails.
Why does it work?
Most portfolios own things that all fall together. This one is built from return streams that come from different places. In my tests the parts moved almost independently of the S&P 500, with daily correlations under 0.2. When stocks stall, something else is often doing the work, so the whole earns more for each unit of risk.
Why isn't it more popular?
It takes several pieces and a rebalance, so there is no single ticker to buy and nothing simple to market. Advisers and clients are judged against the S&P 500 every year, and a portfolio that looks different from it will look wrong in some years, which is hard to stick with. Some of its pieces, like trend following, also go through long flat stretches that put people off.
Why aren't there funds doing exactly this?
As far as I know, nobody sells this exact combination as one product. A fund company earns money from a single product with a clear label. A mix of different return streams in set weights is a portfolio, not a product, and most multi-asset funds are designed to stay close to a standard stock and bond split.
Will it keep doing this?
There is no guarantee. Everything on this site is a historical backtest or a tracked result, not a promise. There were stretches in my tests, including whole years, when it trailed the S&P 500, and parts of the portfolio had an unusually strong run that I would not expect to repeat. It may underperform for years.
Does it protect me in a crash?
Not always. In the sharp March 2020 crash it fell about as much as the market. The help came in slower selloffs, like 2022, when it lost much less than the S&P 500. A sudden shock can still hurt.
What do I get when I subscribe?
The exact funds and weights, a weekly portfolio update in your inbox, and members-only articles on how the portfolio is built and on general tax considerations for US and Canadian investors. It is $299 a year, billed annually.
Is this financial advice?
No. It is research and education, not personalized investment, legal or tax advice. Tax information is general and every situation is different. Past performance does not predict future results and you can lose money. Do your own work or talk to a licensed professional before investing.
What if it is not for me?
Every membership comes with a 14-day money-back guarantee. If it is not what you expected, email us within 14 days of purchase for a full refund. One refund per person. No conditions.