Performance: Tracking Portfolios

Tracking portfolio 20

Tracking Portfolio Performance

For the performance of hedged portfolios created since June of 2017 and tracked in real time, see below. Returns for the hedged portfolios are net of hedging costs and net of trading costs. Click on a date to view an interactive chart.

Portfolios Hedged Against > 5.0% Declines

Starting Date Expected Return Actual Return SPY Return
July 7, 2017 4.14% 1.96% 14.07%
July 20, 2017 4.74% -0.63% 14.62%
July 27, 2017 4.49% 3.57% 17.10%
August 31, 2017 3.25% 1.97% 10.87%
Average 4.15% 1.72% 14.16%

Portfolios Hedged Against > 6.0% Declines

Starting Date Expected Return Actual Return SPY Return
June 8, 2017 4.67% 3.83% 9.99%
July 27, 2017 5.78% 7.04% 17.10%
August 10, 2017 5.91% 1.43% 8.36%
August 31, 2017 4.91% 0.31% 10.87%
September 14, 2017 5.07% 12.81% 11.19%
September 22, 2017 5.32% 4.98% 6.67%
September 22, 2017 5.74% 7.55% 6.67%
September 28, 2017 4.81% 7.91% 4.73%
October 5, 2017 5.84% 10.57% 5.26%
October 12, 2017 5.68% 9.83% 5.38%
November 22, 2017 5.48% 3.25% 5.90%
November 30, 2017 5.27% -5.21% 3.80%
November 30, 2017 5.42% 1.24% 3.80%
March 22, 2018 2.83% 5.95% 11.74%
March 29, 2018 2.59% 4.74% 11.48%
April 5, 2018 2.92% 0.72% 9.33%
April 12, 2018 3.03% 3.83% 4.71%
Average 4.78% 4.75% 8.06%

Portfolios Hedged Against > 7.0% Declines

Starting Date Expected Return Actual Return SPY Return
July 7, 2017 7.04% 7.58% 14.07%
July 13, 2017 5.71% 4.13% 14.85%
July 13, 2017 6.58% 6.45% 14.85%
July 20, 2017 7.21% 7.11% 14.62%
August 10, 2017 5.93% 10.13% 8.36%
August 17, 2017 6.24% 10.58% 13.48%
August 24, 2017 6.25% 10.42% 13.72%
September 28, 2017 5.87% 11.21% 4.73%
November 16, 2017 7.18% 3.16% 6.22%
November 16, 2017 5.95% -0.52% 6.22%
December 8, 2017 5.87% 6.92% 5.73%
April 12, 2018 4.98% 0.06% 4.71%
April 12, 2018 5.11% -1.22% 4.71%
Average 6.15% 5.85% 9.71%

Portfolios Hedged Against > 8.0% Declines

Starting Date Expected Return Actual Return SPY Return
August 3, 2017 7.87% 11.27% 12.66%
August 10, 2017 5.57% 6.70% 8.36%
September 7, 2017 6.92% 4.39% 11.61%
September 14, 2017 7.04% 4.14% 11.19%
October 12, 2017 7.10% 2.89% 5.38%
October 19, 2017 7.67% 8.84% 6.08%
November 2, 2017 7.32% 9.83% 3.11%
November 2, 2017 7.06% 4.46% 3.11%
November 9, 2017 5.60% -1.76% 5.34%
November 22, 2017 7.09% 6.00% 5.90%
December 8, 2017 5.87% -4.16% 5.73%
December 14, 2017 6.57% 4.29% 5.87%
December 21, 2017 7.50% 4.10% 3.36%
March 22, 2018 5.50% 4.76% 11.74%
Average 6.76% 4.70% 7.10%

Portfolios Hedged Against > 9.0% Declines

Starting Date Expected Return Actual Return SPY Return
June 8, 2017 6.11% 9.25% 9.99%
June 16, 2017 5.13% 11.59% 10.94%
July 7, 2017 6.29% 8.40% 14.07%
July 13, 2017 6.70% 12.96% 14.85%
July 20, 2017 6.57% 10.34% 14.62%
July 27, 2017 5.61% 8.20% 17.10%
August 3, 2017 8.84% 13.98% 12.66%
August 3, 2017 8.46% 16.52% 12.66%
August 10, 2017 6.15% 4.05% 8.36%
August 17, 2017 7.06% 9.41% 13.48%
August 17, 2017 8.11% 9.12% 13.48%
August 24, 2017 6.79% 8.97% 13.72%
August 31, 2017 7.43% 4.65% 10.87%
September 7, 2017 6.33% 9.51% 11.61%
September 14, 2017 7.25% 11.27% 11.19%
September 22, 2017 6.41% 10.55% 6.67%
September 28, 2017 6.27% 8.35% 4.73%
October 5, 2017 7.33% 4.62% 5.26%
October 5, 2017 8.36% 8.68% 5.26%
October 12, 2017 6.58% 5.10% 5.38%
October 19, 2017 7.91% 9.63% 6.08%
October 26, 2017 7.63% 9.34% 5.13%
November 2, 2017 6.15% 4.72% 3.11%
November 9, 2017 7.09% -1.48% 5.34%
November 16, 2017 7.13% 8.93% 6.22%
November 22, 2017 6.76% -0.85% 5.90%
November 30, 2017 6.53% -1.80% 3.80%
December 8, 2017 5.10% 4.88% 5.73%
December 14, 2017 6.75% 13.47% 5.87%
December 14, 2017 6.15% 12.47% 5.87%
December 21, 2017 6.70% 0.83% 3.36%
December 28, 2017 7.88% 6.19% 1.99%
December 28, 2017 7.70% 14.94% 1.99%
January 4, 2018 8.65% 10.83% 0.59%
January 4, 2018 9.30% 15.12% 0.59%
January 11, 2018 7.59% -2.69% 1.12%
January 18, 2018 6.81% -0.21% 1.55%
January 25, 2018 8.66% 3.47% 1.10%
February 1, 2018 6.59% 1.69% 0.59%
February 8, 2018 4.74% 8.07% 11.75%
February 15, 2018 6.37% -2.10% 4.08%
February 22, 2018 5.44% 1.72% 6.73%
March 1, 2018 5.05% 4.68% 9.37%
March 8, 2018 6.39% -3.81% 5.82%
March 15, 2018 5.23% 1.31% 6.68%
March 22, 2018 5.98% 4.01% 11.74%
March 29, 2018 5.93% 4.77% 11.48%
April 5, 2018 6.91% 3.35% 9.33%
April 12, 2018 8.35% -0.64% 4.71%
April 12, 2018 9.09% -2.72% 4.71%
April 19, 2018 8.86% 1.04% 3.67%
April 19, 2018 9.66% -4.07% 3.67%
Average 6.98% 5.97% 7.24%

Portfolios Hedged Against > 10.0% Declines

Starting Date Expected Return Actual Return SPY Return
July 7, 2017 6.63% 8.39% 14.07%
August 24, 2017 9.18% 9.91% 13.72%
September 7, 2017 6.90% 5.01% 11.61%
September 28, 2017 9.16% 5.39% 4.73%
September 28, 2017 8.81% 10.22% 4.73%
October 19, 2017 8.59% 13.64% 6.08%
October 26, 2017 7.11% 5.67% 5.13%
December 21, 2017 7.71% 16.94% 3.36%
January 11, 2018 7.38% -0.56% 1.12%
January 18, 2018 8.48% 11.62% 1.55%
January 29, 2018 7.52% 1.99% -0.30%
March 31, 2018 7.41% 6.39% 11.48%
Average 7.91% 7.88% 6.44%

Portfolios Hedged Against > 11.0% Declines

Starting Date Expected Return Actual Return SPY Return
July 6, 2017 6.72% 12.31% 14.81%
July 13, 2017 7.17% 15.98% 14.85%
July 27, 2017 6.81% 12.42% 17.10%
September 28, 2017 9.10% 7.17% 4.73%
Average 7.45% 11.97% 12.87%

Portfolios Hedged Against > 12.0% Declines

Starting Date Expected Return Actual Return SPY Return
January 4, 2018 9.71% 13.59% 0.59%
January 11, 2018 9.00% 0.94% 1.12%
January 25, 2018 9.18% 2.65% 1.10%
February 22, 2018 6.80% 3.13% 6.73%
Average 8.68% 5.08% 2.39%

Portfolios Hedged Against > 13.0% Declines

Starting Date Expected Return Actual Return SPY Return
February 8, 2018 6.57% 5.29% 11.75%
Average 6.57% 5.29% 11.75%

Portfolios Hedged Against > 14.0% Declines

Starting Date Expected Return Actual Return SPY Return
December 28, 2017 9.33% 9.95% 1.99%
January 18, 2018 9.32% 9.65% 1.55%
January 25, 2018 9.33% 5.65% 1.10%
February 8, 2018 6.21% 6.58% 11.75%
February 15, 2018 6.95% -8.55% 4.08%
February 15, 2018 8.37% -6.65% 4.08%
Average 8.25% 2.77% 4.09%

Portfolios Hedged Against > 15.0% Declines

Starting Date Expected Return Actual Return SPY Return
April 23, 2017 6.74% 15.41% 10.25%
December 31, 2017 8.90% 13.07% 2.52%
January 29, 2018 8.52% 9.88% -0.30%
February 1, 2018 7.30% -5.69% 0.59%
February 1, 2018 8.70% 0.87% 0.59%
February 22, 2018 7.91% 5.74% 6.73%
March 1, 2018 7.45% 5.80% 9.37%
March 8, 2018 7.47% -1.77% 5.82%
March 8, 2018 7.73% -4.26% 5.82%
March 15, 2018 7.21% -4.70% 6.68%
March 15, 2018 7.80% 1.73% 6.68%
March 22, 2018 7.41% 3.20% 11.74%
March 22, 2018 7.40% 5.89% 11.74%
March 29, 2018 8.07% 5.03% 11.48%
March 29, 2018 7.57% 4.47% 11.48%
March 31, 2018 8.04% 9.06% 11.48%
April 5, 2018 10.57% -1.33% 9.33%
April 5, 2018 10.88% -3.70% 9.33%
April 12, 2018 9.02% 3.66% 4.71%
Average 8.14% 3.28% 7.16%

Portfolios Hedged Against > 16.0% Declines

Starting Date Expected Return Actual Return SPY Return
March 1, 2018 7.01% 0.28% 9.37%
Average 7.01% 0.28% 9.37%

Portfolios Hedged Against > 20.0% Declines

Starting Date Expected Return Actual Return SPY Return
June 22, 2017 8.43% 20.08% 11.27%
August 31, 2017 8.03% 9.10% 10.87%
October 12, 2017 9.00% 2.12% 5.38%
October 19, 2017 10.07% 13.05% 6.08%
October 26, 2017 8.57% 9.39% 5.13%
November 2, 2017 9.77% 10.67% 3.11%
November 9, 2017 9.59% 4.45% 5.34%
November 16, 2017 8.95% 5.18% 6.22%
November 22, 2017 9.39% 7.31% 5.90%
November 30, 2017 8.55% -4.74% 3.80%
December 8, 2017 8.34% 4.50% 5.73%
December 14, 2017 7.75% 17.49% 5.87%
December 21, 2017 9.33% 12.33% 3.36%
December 28, 2017 9.92% 9.45% 1.99%
January 4, 2018 9.65% 12.92% 0.59%
January 11, 2018 8.93% 9.14% 1.12%
January 18, 2018 9.40% 7.89% 1.55%
January 25, 2018 9.82% 6.19% 1.10%
January 29, 2018 9.29% 10.48% -0.30%
February 1, 2018 9.00% 0.84% 0.59%
February 8, 2018 7.35% 12.49% 11.75%
February 15, 2018 8.19% -6.14% 4.08%
February 22, 2018 8.54% 6.90% 6.73%
March 1, 2018 7.98% 6.66% 9.37%
March 8, 2018 8.32% -3.20% 5.82%
March 15, 2018 7.90% 2.50% 6.68%
March 22, 2018 7.65% 8.82% 11.74%
March 29, 2018 8.26% 7.72% 11.48%
April 5, 2018 10.59% 0.20% 9.33%
April 12, 2018 9.36% 4.63% 4.71%
April 19, 2018 11.04% 17.36% 3.67%
Average 8.93% 7.28% 5.49%