Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
+0.05%
adds when stocks drop
when a holding falls −10%+
Middle response
-1.74%
baseline attrition
Rally response
-1.48%
trims into rallies
when a holding rises +10%+
Top positions · 7
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| SCHXSchwab U.S. Large-Cap ET | $4M | 34.3% | — | 0.3 yr |
| DFAIDimensional - Internatio | $4M | 33.4% | — | 1.0 yr |
| DISVDimensional - Internatio | $2M | 14.9% | — | 0.3 yr |
| WFC-PLWells Fargo & Company | $1M | 6.3% | — | 2.3 yr |
| BAC-PLBank of America Corporat | $1M | 5.0% | — | 4.0 yr |
| SPYState Street SPDR S&P 50 | $0M | 3.3% | +17.6% | 2.8 yr |
| VOOVanguard S&P 500 ETF | $0M | 2.8% | — | 1.0 yr |
Portfolio composition (YoY)
Industry mix
Asset Management88.7%+83.3pp$10M
Banks - Diversified11.3%+8.2pp$1M
Country
US100.0%+11.5pp
Top 5: 94.0% · Top 10: 100.0% · Top 25: 100.0%
Winners
| Ticker | Prev $ | PnL | YoY % |
|---|---|---|---|
| SPY | $0M | +0.00B | 17.6% |
Losers
| Ticker | Prev $ | PnL | YoY % |
|---|
Top buys this quarter · 4
| DFAI Dimensional - International Co | +$0M |
| DISV Dimensional - International Smnew | +$0M |
| SCHX Schwab U.S. Large-Cap ETFnew | +$0M |
| VOO Vanguard S&P 500 ETF | +$0M |
Top sells this quarter · 15
| GOOG Alphabet Inc.exit | −$17M |
| NVDA NVIDIA Corporationexit | −$11M |
| MSFT Microsoft Corporationexit | −$9M |
| AMZN Amazon.com, Inc.exit | −$9M |
| TSM Taiwan Semiconductor Manufactuexit | −$9M |
| KEYS Keysight Technologies, Inc.exit | −$9M |
| ASML ASML Holding N.V.exit | −$8M |
| BK The Bank of New York Mellon Coexit | −$7M |
| LHX L3Harris Technologies, Inc.exit | −$7M |
| NEE NextEra Energy, Inc.exit | −$7M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $11M | 7 | +25.97% | +17.59% | +8.37% | -0.27B |
| 2025-12-31 | $286M | 50 | +23.74% | +17.72% | +6.02% | -0.01B |
| 2025-09-30 | $293M | 54 | +22.06% | +17.52% | +4.55% | +0.00B |
| 2025-06-30 | $264M | 52 | +18.11% | +14.94% | +3.17% | +0.00B |
| 2025-03-31 | $230M | 48 | +8.95% | +8.30% | +0.64% | -0.00B |
| 2024-12-31 | $241M | 46 | +24.47% | +24.89% | -0.42% | -0.01B |
| 2024-09-30 | $253M | 49 | +37.05% | +36.04% | +1.02% | -0.01B |
| 2024-06-30 | $242M | 48 | +24.21% | +24.49% | -0.28% | -0.00B |
| 2024-03-31 | $235M | 48 | +25.81% | +29.62% | -3.81% | +0.02B |
| 2023-12-31 | $195M | 44 | +16.60% | +26.18% | -9.58% | -0.00B |
| 2023-09-30 | $178M | 45 | +13.15% | +21.57% | -8.42% | +0.00B |
| 2023-06-30 | $180M | 46 | +10.60% | +19.42% | -8.83% | -0.00B |
| 2023-03-31 | $173M | 48 | -8.03% | -7.82% | -0.21% | +0.00B |
| 2022-12-31 | $167M | 46 | -14.43% | -18.17% | +3.75% | +0.01B |
| 2022-09-30 | $142M | 54 | -5.19% | -4.93% | -0.26% | -0.01B |
| 2022-06-30 | $160M | 58 | -12.08% | -16.11% | +4.03% | -0.02B |