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Portfolio · Live Report
USC SMIF · Live Book
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Positions, performance, and risk, updated through the trading day. Benchmark: 60% SPY · 14% AGG · 14% SHY · 8% GLD · 4% DBC. Base currency USD. Long-only. All activity paper-traded.
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Headline metrics
As of last closeNet Asset Value
$1,135,100
Since Inception*
+13.51%
vs Blend +3.91% · vs S&P -0.01%
YTD Sharpe
1.33
YTD Sortino 2.14
Max Drawdown
-5.90%
* Fund-level returns are measured from the Fund's inception on January 1, 2026: the Fund starts at a NAV of $1,000,000 and the blended benchmark is indexed from the same date. Position-level P&L is measured from each position's entry on April 21, 2026, when the portfolio was put on, at the execution prices in the Fund's transaction log.
Blended Benchmark
60 / 14 / 14 / 8 / 4
60%
SPY
S&P 500
14%
AGG
US Aggregate Bond
14%
SHY
1-3Y Treasury
8%
GLD
Gold
4%
DBC
Diversified Commodities
Portfolio vs Benchmarks
Growth of $100 since inception
The Fund's NAV against its blended policy benchmark and the S&P 500, all indexed to 100 at inception and marked to market each trading day.
2026-01-02 → 2026-10-27
1151091039690
2026-01-022026-10-26
Portfolio (indexed to 100)Blended BenchmarkS&P 500· Tap/hover to inspect
ITD Return
13.51%
Ann. Volatility
8.58%
Beta vs Blend
0.61
ITD Alpha
+7.66%
Allocation
Asset class breakdown
Click any group to drill into its sectors and individual positions. Weights reconcile back to NAV at every level.
100.00% of NAV
Click an asset group to see its sectors and positions.
Sector exposure
GICS sector weights
Open any sector to see its positions. Bars are drawn against the 25% sector cap.
71 positions · 11 groups
61.98% of NAV
▸Information Technology10 positions12.59%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| TSM | Taiwan Semiconductor Manufacturing Company Limited | · | 2.98% | +18.84% |
| MSFT | Microsoft Corporation | · | 2.26% | +25.26% |
| AAPL | Apple Inc. | · | 1.89% | +29.87% |
| TXN | Texas Instruments Incorporated | · | 1.30% | +31.77% |
| CSCO | Cisco Systems, Inc. | · | 1.24% | +24.36% |
| NVDA | NVIDIA Corporation | · | 0.98% | +8.93% |
| ACN | Accenture plc | · | 0.85% | +21.68% |
| AVGO | Broadcom Inc. | · | 0.61% | -14.99% |
| ORCL | Oracle Corporation | · | 0.29% | -27.29% Stop-loss breach |
| AMAT | Applied Materials, Inc. | · | 0.19% | +0.37% |
▸Healthcare14 positions9.50%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| JNJ | Johnson & Johnson | · | 1.12% | +18.76% |
| MRK | Merck & Co., Inc. | · | 1.03% | +26.31% |
| TMO | Thermo Fisher Scientific Inc. | · | 0.81% | +33.11% |
| UNH | UnitedHealth Group Incorporated | · | 0.79% | +18.31% |
| ABBV | AbbVie Inc. | · | 0.77% | +39.85% |
| ILMN | Illumina, Inc. | · | 0.76% | +112.29% |
| ELV | Elevance Health, Inc. | · | 0.67% | +27.98% |
| ABT | Abbott Laboratories | · | 0.62% | +12.31% |
| GILD | Gilead Sciences, Inc. | · | 0.60% | +18.47% |
| MDT | Medtronic plc | · | 0.60% | +15.25% |
| HUM | Humana Inc. | · | 0.57% | +90.14% |
| REGN | Regeneron Pharmaceuticals, Inc. | · | 0.43% | +8.45% |
| HALO | Halozyme Therapeutics, Inc. | · | 0.37% | +88.16% |
| BSX | Boston Scientific Corporation | · | 0.36% | -24.08% Stop-loss breach |
▸Consumer Staples6 positions7.00%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| PG | The Procter & Gamble Company | · | 1.59% | +11.71% |
| WMT | Walmart Inc. | · | 1.29% | -8.11% |
| ADM | Archer-Daniels-Midland Company | · | 1.12% | +11.90% |
| PEP | PepsiCo, Inc. | · | 1.11% | -14.35% |
| CL | Colgate-Palmolive Company | · | 1.02% | +12.57% |
| COST | Costco Wholesale Corporation | · | 0.87% | -1.35% |
▸Consumer Discretionary7 positions6.79%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| SONY | Sony Group Corporation | · | 1.26% | +23.10% |
| AMZN | Amazon.com, Inc. | · | 1.09% | +1.66% |
| TM | Toyota Motor Corporation | · | 1.03% | -3.50% |
| BKNG | Booking Holdings Inc. | · | 0.97% | -21.06% Stop-loss breach |
| HD | The Home Depot, Inc. | · | 0.88% | -7.31% |
| TJX | The TJX Companies, Inc. | · | 0.79% | -11.94% |
| TSLA | Tesla, Inc. | · | 0.77% | +5.10% |
▸Financials6 positions6.44%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| JPM | JPMorgan Chase & Co. | · | 1.45% | +7.39% |
| V | Visa Inc. | · | 1.25% | +28.87% |
| BRK.B | Berkshire Hathaway Inc. | · | 1.23% | +16.39% |
| MA | Mastercard Incorporated | · | 0.98% | +18.89% |
| PGR | The Progressive Corporation | · | 0.80% | +8.52% |
| SPGI | S&P Global Inc. | · | 0.73% | +6.72% |
▸Energy7 positions5.56%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| XOM | ExxonMobil Holdings Corporation | · | 1.15% | +22.14% |
| PSX | Phillips 66 | · | 1.06% | +70.14% |
| CVX | Chevron Corporation | · | 0.75% | +23.23% |
| EOG | EOG Resources, Inc. | · | 0.73% | +22.28% |
| WMB | The Williams Companies, Inc. | · | 0.70% | +4.52% |
| KMI | Kinder Morgan, Inc. | · | 0.66% | +7.29% |
| PBR | Petróleo Brasileiro S.A. - Petrobras | · | 0.51% | +5.60% |
▸Industrials6 positions5.03%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| RTX | RTX Corporation | · | 1.38% | +4.28% |
| GD | General Dynamics Corporation | · | 0.96% | +9.11% |
| NOC | Northrop Grumman Corporation | · | 0.92% | -9.45% |
| CAT | Caterpillar Inc. | · | 0.79% | -10.95% |
| HON | Honeywell International Inc. | · | 0.57% | -6.60% |
| ETN | Eaton Corporation plc | · | 0.41% | -6.07% |
▸Utilities5 positions3.59%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| DUK | Duke Energy Corporation | · | 0.73% | -1.24% |
| SO | The Southern Company | · | 0.73% | +0.20% |
| AEP | American Electric Power Company, Inc. | · | 0.72% | -2.16% |
| WEC | WEC Energy Group, Inc. | · | 0.71% | -2.32% |
| NEE | NextEra Energy, Inc. | · | 0.70% | -9.28% |
▸Real Estate2 positions2.01%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| WELL | Welltower Inc. | · | 1.11% | +9.25% |
| EQIX | Equinix, Inc. | · | 0.90% | -9.10% |
▸Communication Services5 positions1.84%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| T | AT&T Inc. | · | 0.57% | -18.80% Stop-loss breach |
| GOOGL | Alphabet Inc. | · | 0.39% | -3.10% |
| TMUS | T-Mobile US, Inc. | · | 0.36% | -24.74% Stop-loss breach |
| META | Meta Platforms, Inc. | · | 0.35% | -6.86% |
| NFLX | Netflix, Inc. | · | 0.17% | -32.30% Stop-loss breach |
▸Materials3 positions1.63%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| NUE | Nucor Corporation | · | 0.60% | +30.96% |
| NEM | Newmont Corporation | · | 0.57% | +2.75% |
| LIN | Linde plc | · | 0.46% | +2.52% |
Sector cap
25%
No single GICS sector may exceed 25% of NAV. Breaches trigger Risk Management review within one business day.
Top sector
Information Technology · 12.59%
Holdings
Fixed income and alternatives
92 positions across the book · equities are grouped by sector above
Fixed income
10 positions · 5 groups
26.20% of NAV
▸IG Corporates3 positions9.37%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| IGSB | iShares 1-5 Year Investment Grade Corporate Bond ETF | · | 4.42% | -2.21% |
| FLOT | iShares Floating Rate Bond ETF | · | 2.86% | +0.25% |
| QLTA | iShares Aaa - A Rated Corporate Bond ETF | · | 2.09% | -4.10% |
▸US Treasuries3 positions6.94%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| SHY | iShares 1-3 Year Treasury Bond ETF | · | 3.78% | -1.24% |
| IEI | iShares 3-7 Year Treasury Bond ETF | · | 2.24% | -3.30% |
| IEF | iShares 7-10 Year Treasury Bond ETF | · | 0.92% | -4.51% |
▸TIPS2 positions5.19%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| STIP | iShares 0-5 Year TIPS Bond ETF | · | 4.27% | -2.71% |
| SCHP | Schwab U.S. TIPS ETF | · | 0.92% | -4.28% |
▸Agency MBS1 position3.91%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| MBB | iShares MBS ETF | · | 3.91% | -3.72% |
▸High Yield1 position0.79%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| SJNK | State Street SPDR Bloomberg Short Term High Yield Bond ETF | · | 0.79% | -3.81% |
Alternatives
11 positions · 6 groups
11.82% of NAV
▸Precious Metals2 positions3.36%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| IAU | iShares Gold Trust | · | 2.89% | -13.39% |
| SLV | iShares Silver Trust | · | 0.47% | -28.41% Stop-loss breach |
▸Private Markets1 position3.18%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| RVI | Robinhood Ventures Fund I | · | 3.18% | +1.78% |
▸Commodities (ex-Precious)3 positions2.47%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| DBC | Invesco DB Commodity Index Tracking Fund | · | 1.00% | +14.98% |
| COMT | iShares GSCI Commodity Dynamic Roll Strategy ETF | · | 0.86% | +15.06% |
| DBA | Invesco DB Agriculture Fund | · | 0.61% | +0.79% |
▸Infrastructure2 positions1.13%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| IFRA | iShares U.S. Infrastructure ETF | · | 0.68% | -3.18% |
| GII | State Street SPDR S&P Global Infrastructure ETF | · | 0.45% | -2.58% |
▸Liquid Alts / Volatility2 positions1.06%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| QAI | NYLI Hedge Multi-Strategy Tracker ETF | · | 0.59% | +1.13% |
| MNA | NYLI Merger Arbitrage ETF | · | 0.47% | +1.13% |
▸Digital Assets / Crypto1 position0.62%
| Ticker | Name | Live price | Weight | Return |
|---|---|---|---|---|
| IBIT | iShares Bitcoin Trust ETF | · | 0.62% | +7.22% |
Attribution
What's driving returns
Top contributors
Gainers- ILMN+0.85%
- PSX+0.74%
- MSFT+0.57%
- AAPL+0.56%
- TSM+0.56%
Top detractors
Losers- IAU-0.39%
- BKNG-0.20%
- PEP-0.16%
- MBB-0.15%
- SLV-0.13%
Compliance
Policy limits, checked in real time.
Pass · 107Warn · 7Fail · 0
Position cap
5%
Sector cap
25%
Trade cap
3%
Stop-loss
15%
7 stop-loss warnings open: BKNG, BSX, NFLX, ORCL, T, TMUS, SLV. Under Risk Management review with the Investment Committee for either size reduction or thesis reaffirmation.
Stop-loss protocol
A breach is a deadline, not a label.
01 · The stop trips
A position closes at or below -15% against its basis. It is tagged on this page and Risk Management is alerted automatically.
02 · The covering team files a breach report
Within five trading days, anyone on the covering sector team submits a report below: hold, trim, or exit, with the rationale. Holding is a decision, not a default.
03 · Risk reviews and the decision is recorded
Risk Management reviews the report, the Investment Committee acts on it, and the outcome stays on record here.
Open breaches · 7
- BKNG -21.1%Action required: report due
- BSX -24.1%Action required: report due
- NFLX -32.3%Action required: report due
- ORCL -27.3%Action required: report due
- T -18.8%Action required: report due
- TMUS -24.7%Action required: report due
- SLV -28.4%Action required: report due
On the covering team? Sign in to file the breach report.
Primary source
SMIF Portfolio Tracker
Maintained and reconciled by the Operations & Technology team.