Performance: Tracking Portfolios
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
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
Portfolios Hedged Against > 12.0% Declines
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
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% |
