Beat the Benchmark

Discussions & news
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I would need your Email address, but I think we can do this here. This portfolio is constructed monthly using the top seven of the 11 GICS Sectors as produced from the output of my statistical models. I have copied and pasted the entire list here if you would like to see it for the month of January 2024. GICS Sectors start with “XL”.

AMLP 0.155 HYG 0.035
XLF 0.098 DBC 0.029
XLY 0.081 UUP 0.024
XME 0.072 DBA 0.015
XLI 0.071 XLC 0.004
RINF 0.070 VMNFX 0.003
XLE 0.065 GLD -0.002
XLRE 0.063 XLP -0.009
VXF 0.060 XLV -0.014
VTV 0.048 TIP -0.018
IJR 0.048 AGG -0.018
VUG 0.047 MBB -0.018
XLK 0.045 LQD -0.020
SPY 0.044 XLU -0.033
EFA 0.039 TLT -0.089
XLB 0.039
Space between the two columns did not carry over.

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December 2023 results for Portfolio
Portfolio return: 5.14%
Benchmark return: 4.48%
SPY return: 4.57%
Portfolio return-Benchmark return = 0.66%

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January 2024 results for Portfolio
Portfolio return: -1.26%
Benchmark return: -0.29%
SPY return: 1.59%
Portfolio return-Benchmark return = -0.97%

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February 2024 results for Portfolio
Portfolio return: 5.17%
Benchmark return: 4.27%
SPY return: 5.22%
Portfolio return-Benchmark return = 0.90%
I may soon start reporting only the 3 year Information Ratio every few months for this portfolio. The Topic is getting rather lengthy.

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End of March 2024 Portfolio Information Ratio for last 3 years: 1.18

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05/31/2024 update
“Beat the Benchmark” Portfolio is up 94.8% vs. 75.1% for the S&P500 over the past 53 months. The Benchmark is up 64.1% over the same period.