Backtest Results
2020-02-01 — 2026-02-01 · $100,000
Universe
Solactive Top 50
Strategy Return
+68.2%
Benchmark Return
+65.2%
Total Alpha
+3.0%
Monthly Win Rate
63.0%
Strategy Return
+68.2%
Benchmark Return
+65.2%
Total Alpha
+3.0%
Monthly Win Rate
63.0%
Strategy vs Benchmark
Ending Value
+68.2%
+65.2%
+3.0% outperformance
Annualized Return
Monthly Win Rate
Ending Value
Annualized Return
Monthly Win Rate
Cumulative Portfolio Value
Monthly Portfolio Values
Feb 2020
+$0Benchmark
$90,761.71
Strategy
$90,761.71
Distributions Reinvested
$456.78
Mar 2020
+$2Benchmark
$73,156.92
Strategy
$73,159.38
Distributions Reinvested
$849.85
Apr 2020
+$29Benchmark
$79,881.11
Strategy
$79,910.3
Distributions Reinvested
$467.78
May 2020
+$38Benchmark
$86,401.68
Strategy
$86,439.94
Distributions Reinvested
$449.72
Jun 2020
+$21Benchmark
$86,818.52
Strategy
$86,839.37
Distributions Reinvested
$847.46
Jul 2020
$-16Benchmark
$92,394.71
Strategy
$92,378.79
Distributions Reinvested
$473.48
Aug 2020
$-4Benchmark
$96,293.29
Strategy
$96,289.71
Distributions Reinvested
$456.32
Sep 2020
+$6Benchmark
$91,849.47
Strategy
$91,855.54
Distributions Reinvested
$1,139.14
Oct 2020
$-21Benchmark
$91,093.3
Strategy
$91,072.53
Distributions Reinvested
$382.43
Nov 2020
+$104Benchmark
$103,435.2
Strategy
$103,539.11
Distributions Reinvested
$818.52
Dec 2020
+$111Benchmark
$107,803.98
Strategy
$107,914.91
Distributions Reinvested
$1,658.15
Jan 2021
+$133Benchmark
$111,266.91
Strategy
$111,399.77
Distributions Reinvested
$369.23
Feb 2021
+$171Benchmark
$115,331.14
Strategy
$115,502.47
Distributions Reinvested
$489.52
Mar 2021
+$335Benchmark
$114,845.9
Strategy
$115,180.66
Distributions Reinvested
$884.28
Apr 2021
+$420Benchmark
$120,934.81
Strategy
$121,354.93
Distributions Reinvested
$529.52
May 2021
+$612Benchmark
$121,491.47
Strategy
$122,103.92
Distributions Reinvested
$487.04
Jun 2021
+$677Benchmark
$126,252.63
Strategy
$126,929.63
Distributions Reinvested
$920
Jul 2021
+$545Benchmark
$125,688.74
Strategy
$126,234.09
Distributions Reinvested
$545.01
Aug 2021
+$557Benchmark
$127,079.12
Strategy
$127,636.44
Distributions Reinvested
$502.65
Sep 2021
+$609Benchmark
$126,074.12
Strategy
$126,682.93
Distributions Reinvested
$1,271.62
Oct 2021
+$777Benchmark
$128,714.87
Strategy
$129,491.78
Distributions Reinvested
$422.33
Nov 2021
+$824Benchmark
$126,999.65
Strategy
$127,823.18
Distributions Reinvested
$1,322.07
Dec 2021
+$825Benchmark
$129,076.63
Strategy
$129,901.93
Distributions Reinvested
$1,861.96
Jan 2022
+$958Benchmark
$120,181.59
Strategy
$121,139.13
Distributions Reinvested
$477.93
Feb 2022
+$1008Benchmark
$118,255.55
Strategy
$119,263.42
Distributions Reinvested
$555.75
Mar 2022
+$1209Benchmark
$119,810.3
Strategy
$121,019.47
Distributions Reinvested
$1,061.84
Apr 2022
+$1138Benchmark
$113,071.24
Strategy
$114,208.85
Distributions Reinvested
$563.48
May 2022
+$1358Benchmark
$112,934.41
Strategy
$114,292.71
Distributions Reinvested
$514.35
Jun 2022
+$995Benchmark
$105,557.06
Strategy
$106,551.86
Distributions Reinvested
$1,084.47
Jul 2022
+$1008Benchmark
$108,325.77
Strategy
$109,333.33
Distributions Reinvested
$558.3
Aug 2022
+$1330Benchmark
$111,631.38
Strategy
$112,961.2
Distributions Reinvested
$721.72
Sep 2022
+$1230Benchmark
$97,945.22
Strategy
$99,175.37
Distributions Reinvested
$1,089.76
Oct 2022
+$1361Benchmark
$104,307.15
Strategy
$105,667.77
Distributions Reinvested
$469.76
Nov 2022
+$1395Benchmark
$108,408.3
Strategy
$109,803.51
Distributions Reinvested
$981.81
Dec 2022
+$1480Benchmark
$105,128.63
Strategy
$106,608.28
Distributions Reinvested
$1,538.89
Jan 2023
+$1691Benchmark
$111,518.59
Strategy
$113,209.16
Distributions Reinvested
$472.37
Feb 2023
+$1507Benchmark
$108,730.95
Strategy
$110,238.35
Distributions Reinvested
$536.27
Mar 2023
+$1579Benchmark
$107,709.78
Strategy
$109,288.88
Distributions Reinvested
$1,061.6
Apr 2023
+$1521Benchmark
$107,717.45
Strategy
$109,238.15
Distributions Reinvested
$581.63
May 2023
+$1489Benchmark
$105,503.42
Strategy
$106,991.94
Distributions Reinvested
$542.32
Jun 2023
+$1661Benchmark
$110,544.12
Strategy
$112,205.32
Distributions Reinvested
$1,069.28
Jul 2023
+$1777Benchmark
$113,911
Strategy
$115,688.22
Distributions Reinvested
$592.96
Aug 2023
+$1741Benchmark
$109,930.65
Strategy
$111,671.82
Distributions Reinvested
$552.13
Sep 2023
+$2097Benchmark
$107,309.96
Strategy
$109,406.56
Distributions Reinvested
$1,078.91
Oct 2023
+$1984Benchmark
$100,554.34
Strategy
$102,538.82
Distributions Reinvested
$474.23
Nov 2023
+$2216Benchmark
$110,643.61
Strategy
$112,859.48
Distributions Reinvested
$1,138.17
Dec 2023
+$1989Benchmark
$115,491.96
Strategy
$117,481.21
Distributions Reinvested
$1,198.56
Jan 2024
+$1918Benchmark
$116,052.07
Strategy
$117,970.05
Distributions Reinvested
$463.97
Feb 2024
+$2208Benchmark
$118,965.44
Strategy
$121,173.5
Distributions Reinvested
$585.19
Mar 2024
+$2364Benchmark
$121,593.41
Strategy
$123,957.26
Distributions Reinvested
$1,106.89
Apr 2024
+$2420Benchmark
$119,372.64
Strategy
$121,792.75
Distributions Reinvested
$666.91
May 2024
+$2512Benchmark
$123,448.73
Strategy
$125,961.2
Distributions Reinvested
$692.68
Jun 2024
+$2531Benchmark
$124,531.93
Strategy
$127,063.42
Distributions Reinvested
$1,208.07
Jul 2024
+$2531Benchmark
$128,422.7
Strategy
$130,953.92
Distributions Reinvested
$677.37
Aug 2024
+$2671Benchmark
$132,335.95
Strategy
$135,007.16
Distributions Reinvested
$847.4
Sep 2024
+$2751Benchmark
$135,303.92
Strategy
$138,055.15
Distributions Reinvested
$1,202.79
Oct 2024
+$2854Benchmark
$135,298.67
Strategy
$138,152.93
Distributions Reinvested
$556.17
Nov 2024
+$3346Benchmark
$140,029.07
Strategy
$143,375.3
Distributions Reinvested
$1,561.55
Dec 2024
+$3494Benchmark
$136,377.9
Strategy
$139,872.08
Distributions Reinvested
$1,536.49
Jan 2025
+$3304Benchmark
$140,326.5
Strategy
$143,630.64
Distributions Reinvested
$760.03
Feb 2025
+$3195Benchmark
$139,151.77
Strategy
$142,346.76
Distributions Reinvested
$763.94
Mar 2025
+$3060Benchmark
$135,761.36
Strategy
$138,821.12
Distributions Reinvested
$1,365.96
Apr 2025
+$2868Benchmark
$132,131.56
Strategy
$134,999.14
Distributions Reinvested
$839.53
May 2025
+$3222Benchmark
$138,678.83
Strategy
$141,900.42
Distributions Reinvested
$739.39
Jun 2025
+$3463Benchmark
$143,453.43
Strategy
$146,916.78
Distributions Reinvested
$1,379.84
Jul 2025
+$3395Benchmark
$146,709.25
Strategy
$150,104.06
Distributions Reinvested
$881.43
Aug 2025
+$3271Benchmark
$149,276.59
Strategy
$152,547.5
Distributions Reinvested
$742.73
Sep 2025
+$3525Benchmark
$153,115.66
Strategy
$156,640.43
Distributions Reinvested
$1,411.74
Oct 2025
+$3499Benchmark
$155,767.63
Strategy
$159,266.54
Distributions Reinvested
$608.64
Nov 2025
+$3234Benchmark
$150,442.75
Strategy
$153,677.12
Distributions Reinvested
$1,702.59
Dec 2025
+$3570Benchmark
$158,476.15
Strategy
$162,046.28
Distributions Reinvested
$2,607.33
Jan 2026
+$3352Benchmark
$162,323.81
Strategy
$165,676.11
Distributions Reinvested
$863.23
Feb 2026
+$3026Benchmark
$165,177.16
Strategy
$168,203.39
Distributions Reinvested
$817.47
| Month | Benchmark | Strategy | Difference | Distributions |
|---|---|---|---|---|
| Feb 2020 | $90,761.71 | $90,761.71 | +$0 | $456.78 |
| Mar 2020 | $73,156.92 | $73,159.38 | +$2 | $849.85 |
| Apr 2020 | $79,881.11 | $79,910.3 | +$29 | $467.78 |
| May 2020 | $86,401.68 | $86,439.94 | +$38 | $449.72 |
| Jun 2020 | $86,818.52 | $86,839.37 | +$21 | $847.46 |
| Jul 2020 | $92,394.71 | $92,378.79 | $-16 | $473.48 |
| Aug 2020 | $96,293.29 | $96,289.71 | $-4 | $456.32 |
| Sep 2020 | $91,849.47 | $91,855.54 | +$6 | $1,139.14 |
| Oct 2020 | $91,093.3 | $91,072.53 | $-21 | $382.43 |
| Nov 2020 | $103,435.2 | $103,539.11 | +$104 | $818.52 |
| Dec 2020 | $107,803.98 | $107,914.91 | +$111 | $1,658.15 |
| Jan 2021 | $111,266.91 | $111,399.77 | +$133 | $369.23 |
| Feb 2021 | $115,331.14 | $115,502.47 | +$171 | $489.52 |
| Mar 2021 | $114,845.9 | $115,180.66 | +$335 | $884.28 |
| Apr 2021 | $120,934.81 | $121,354.93 | +$420 | $529.52 |
| May 2021 | $121,491.47 | $122,103.92 | +$612 | $487.04 |
| Jun 2021 | $126,252.63 | $126,929.63 | +$677 | $920 |
| Jul 2021 | $125,688.74 | $126,234.09 | +$545 | $545.01 |
| Aug 2021 | $127,079.12 | $127,636.44 | +$557 | $502.65 |
| Sep 2021 | $126,074.12 | $126,682.93 | +$609 | $1,271.62 |
| Oct 2021 | $128,714.87 | $129,491.78 | +$777 | $422.33 |
| Nov 2021 | $126,999.65 | $127,823.18 | +$824 | $1,322.07 |
| Dec 2021 | $129,076.63 | $129,901.93 | +$825 | $1,861.96 |
| Jan 2022 | $120,181.59 | $121,139.13 | +$958 | $477.93 |
| Feb 2022 | $118,255.55 | $119,263.42 | +$1008 | $555.75 |
| Mar 2022 | $119,810.3 | $121,019.47 | +$1209 | $1,061.84 |
| Apr 2022 | $113,071.24 | $114,208.85 | +$1138 | $563.48 |
| May 2022 | $112,934.41 | $114,292.71 | +$1358 | $514.35 |
| Jun 2022 | $105,557.06 | $106,551.86 | +$995 | $1,084.47 |
| Jul 2022 | $108,325.77 | $109,333.33 | +$1008 | $558.3 |
| Aug 2022 | $111,631.38 | $112,961.2 | +$1330 | $721.72 |
| Sep 2022 | $97,945.22 | $99,175.37 | +$1230 | $1,089.76 |
| Oct 2022 | $104,307.15 | $105,667.77 | +$1361 | $469.76 |
| Nov 2022 | $108,408.3 | $109,803.51 | +$1395 | $981.81 |
| Dec 2022 | $105,128.63 | $106,608.28 | +$1480 | $1,538.89 |
| Jan 2023 | $111,518.59 | $113,209.16 | +$1691 | $472.37 |
| Feb 2023 | $108,730.95 | $110,238.35 | +$1507 | $536.27 |
| Mar 2023 | $107,709.78 | $109,288.88 | +$1579 | $1,061.6 |
| Apr 2023 | $107,717.45 | $109,238.15 | +$1521 | $581.63 |
| May 2023 | $105,503.42 | $106,991.94 | +$1489 | $542.32 |
| Jun 2023 | $110,544.12 | $112,205.32 | +$1661 | $1,069.28 |
| Jul 2023 | $113,911 | $115,688.22 | +$1777 | $592.96 |
| Aug 2023 | $109,930.65 | $111,671.82 | +$1741 | $552.13 |
| Sep 2023 | $107,309.96 | $109,406.56 | +$2097 | $1,078.91 |
| Oct 2023 | $100,554.34 | $102,538.82 | +$1984 | $474.23 |
| Nov 2023 | $110,643.61 | $112,859.48 | +$2216 | $1,138.17 |
| Dec 2023 | $115,491.96 | $117,481.21 | +$1989 | $1,198.56 |
| Jan 2024 | $116,052.07 | $117,970.05 | +$1918 | $463.97 |
| Feb 2024 | $118,965.44 | $121,173.5 | +$2208 | $585.19 |
| Mar 2024 | $121,593.41 | $123,957.26 | +$2364 | $1,106.89 |
| Apr 2024 | $119,372.64 | $121,792.75 | +$2420 | $666.91 |
| May 2024 | $123,448.73 | $125,961.2 | +$2512 | $692.68 |
| Jun 2024 | $124,531.93 | $127,063.42 | +$2531 | $1,208.07 |
| Jul 2024 | $128,422.7 | $130,953.92 | +$2531 | $677.37 |
| Aug 2024 | $132,335.95 | $135,007.16 | +$2671 | $847.4 |
| Sep 2024 | $135,303.92 | $138,055.15 | +$2751 | $1,202.79 |
| Oct 2024 | $135,298.67 | $138,152.93 | +$2854 | $556.17 |
| Nov 2024 | $140,029.07 | $143,375.3 | +$3346 | $1,561.55 |
| Dec 2024 | $136,377.9 | $139,872.08 | +$3494 | $1,536.49 |
| Jan 2025 | $140,326.5 | $143,630.64 | +$3304 | $760.03 |
| Feb 2025 | $139,151.77 | $142,346.76 | +$3195 | $763.94 |
| Mar 2025 | $135,761.36 | $138,821.12 | +$3060 | $1,365.96 |
| Apr 2025 | $132,131.56 | $134,999.14 | +$2868 | $839.53 |
| May 2025 | $138,678.83 | $141,900.42 | +$3222 | $739.39 |
| Jun 2025 | $143,453.43 | $146,916.78 | +$3463 | $1,379.84 |
| Jul 2025 | $146,709.25 | $150,104.06 | +$3395 | $881.43 |
| Aug 2025 | $149,276.59 | $152,547.5 | +$3271 | $742.73 |
| Sep 2025 | $153,115.66 | $156,640.43 | +$3525 | $1,411.74 |
| Oct 2025 | $155,767.63 | $159,266.54 | +$3499 | $608.64 |
| Nov 2025 | $150,442.75 | $153,677.12 | +$3234 | $1,702.59 |
| Dec 2025 | $158,476.15 | $162,046.28 | +$3570 | $2,607.33 |
| Jan 2026 | $162,323.81 | $165,676.11 | +$3352 | $863.23 |
| Feb 2026 | $165,177.16 | $168,203.39 | +$3026 | $817.47 |