Side-by-side comparison

Compare investment strategies

Small Cap Quality Factor US Stocks vs Equal-Weight AI-Native Biotech Stocks

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Live, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

19.6%Best

0.0%

7.3%

172.8%Best

14.4%Best

58.2%

1.12

2.03Best

-7.9%Best

-16.9%

Fee

0.20%

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Minimum investment

$100

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Each source uses its own scale

3(1-5 (Interactive Advisors))

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Inception

2016-12-22

2026-06-22

Holdings

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82%Best

60%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Small Cap Quality Factor US StocksLiveup 54.5%
S&P 500 ETFup 79.9%

No published history to chart: Equal-Weight AI-Native Biotech Stocks.

Every published figureShow 77 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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ai-driven drug discovery, biotech, concentrated, equal-weight, life sciences software, no scheduled rebalancing, small/mid-cap

Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

STOCKS

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ESG / responsible flag

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Smart beta flag

Yes

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Theme keywords (Interactive Advisors)

Mid-cap, Quality selection, Small-cap

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Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

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0.50

Benchmark (methodology text)

Rather than simply tracking a traditional market-cap-weighted index, this portfolio applies a disciplined, factor-driven selection process to identify businesses with attractive quality traits, such as sound earnings and efficient operations.

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Beta vs SPY, out-of-sample (out-of-sample)

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2.33

Correlation (R) vs SPY, out-of-sample (out-of-sample)

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0.44

Returns

Annualized return since inception (Lighthorse, daily, live)

7.27%

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Backtest length

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1,317

Out-of-sample length

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Return since inception (annualized) (live account)

7.30%

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Return since inception (cumulative) (live account)

100.40%

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Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

3.22%

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Return, backtest period (annualized) (backtest)

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-10.14%

Return, backtest period (cumulative) (backtest)

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-42.83%

Return, last 30 days (live account)

-0.80%

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Return, last 365 days (Lighthorse, daily, live)

21.24%

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Return, last 365 days (live account)

19.60%

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Return, last 5 years (cumulative) (live account)

27.80%

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Return, last 90 days (live account)

1.50%

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Return, out-of-sample period (annualized) (out-of-sample)

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172.80%

Return, out-of-sample period (cumulative) (out-of-sample)

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36.43%

Return, trailing 1 day (out-of-sample)

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-9.04%

Return, trailing 1 month (out-of-sample)

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28.70%

Return, trailing 1 week (out-of-sample)

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-7.67%

Return, trailing 1 year (backtest)

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20.58%

Return, trailing 1 year (out-of-sample)

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0.00%

Return, trailing 2 weeks (out-of-sample)

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-21.10%

Return, trailing 3 months (out-of-sample)

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16.87%

Return, year to date (live account)

17.70%

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SPY annualized return over the backtest window (backtest)

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12.97%

Trading activity

Annualized turnover, backtest period (backtest)

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3.82

Annualized turnover, out-of-sample period (out-of-sample)

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3.28

Daily win rate, backtest period (backtest)

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48.06%

Daily win rate, out-of-sample period (out-of-sample)

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48.19%

Backtest

Backtest final value (from $10,000)

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$5,717

Backtest regulatory fees

—

Backtest slippage cost

—

Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

0.72

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Calmar ratio, backtest period (backtest)

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-0.12

Calmar ratio, out-of-sample period (out-of-sample)

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10.24

Maximum drawdown since inception (Lighthorse, daily, live)

-42.08%

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Maximum drawdown, backtest period (backtest)

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-84.35%

Maximum drawdown, last 365 days (Lighthorse, daily, live)

-7.92%

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Maximum drawdown, last 365 days (live account)

-7.90%

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Maximum drawdown, out-of-sample period (out-of-sample)

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-16.88%

Sharpe ratio since inception (Lighthorse, daily, live)

0.31

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Sharpe ratio, backtest period (backtest)

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0.09

Sharpe ratio, last 365 days (Lighthorse, daily, live)

1.15

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Sharpe ratio, last 365 days (live account)

1.12

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Sharpe ratio, out-of-sample period (out-of-sample)

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2.03

Sortino ratio, backtest period (backtest)

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0.13

Sortino ratio, last 365 days (Lighthorse, daily, live)

1.79

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Sortino ratio, last 365 days (live account)

1.78

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Sortino ratio, out-of-sample period (out-of-sample)

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2.02

Standard deviation, backtest period (backtest)

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56.27%

Standard deviation, out-of-sample period (out-of-sample)

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58.20%

Value-at-risk 95% 1-week, last 365 days (live account)

-3.30%

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Volatility since inception (Lighthorse, daily, live)

21.20%

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Volatility, last 365 days (Lighthorse, daily, live)

13.75%

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Volatility, last 365 days (live account)

14.40%

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Quality

Community review status

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ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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0.15

Construction

Logic complexity (node count)

—

Rebalance corridor width

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12.00%

Rebalance frequency

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none

Rebalancing (methodology text)

rebalancing, follows clearly defined criteria applied quarterly; rebalanced quarterly

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Cost & access

Management / advisory fee

0.20%

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Minimum investment

$100

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Disclosure

Metrics calculated through

2026-10-09

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Popularity

Remixes (copies)

—

Watchers

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Risk score

Risk label (Interactive Advisors)

Growth plus

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Risk score 1-5 (Interactive Advisors)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources