Side-by-side comparison

Compare investment strategies

Small Cap Multifactor vs Equal-Weight AI-Native Biotech Stocks vs Small Cap Value Quantitative US Stocks vs Russell Income Stocks with Options

At a glance

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

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

78.9%Best

—

21.7%

—

34.2%

172.8%Best

9.0%

11.9%

33.6%

58.2%

16.2%Best

—

0.96

2.03Best

1.17

0.37

-46.3%

-16.9%

-9.1%Best

-34.8%

Fee

—

0.20%

—

Minimum investment

$100

—

$100

—

Each source uses its own scale

5(1-5 risk tolerance (AInvest))

—

3(1-5 (Interactive Advisors))

—

Inception

—

2026-06-22

2016-12-22

2025-01-23

Holdings

—

90%Best

60%

82%

67%

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 MultifactorBacktestup 144.8%
Small Cap Value Quantitative US StocksLiveup 23.6%
Russell Income Stocks with OptionsHypoup 20.1%
S&P 500 ETFup 25.5%

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

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-01

as of 2026-10-19

Asset mix

ETFs 100%

Stocks 100%

—

Top 5 holdings

IEF23.0%
SPY18.0%
LQD18.0%
SMH10.0%
XLV8.0%
of 10 positions

CERT21.1%
SDGR17.8%
RXRX13.3%
DNA13.0%
RLAY12.4%
of 8 positions

Russell 2000 ETF≈31%
Financials ETF≈26%
Consumer Staples ETF≈21%

Cash (T-bills)≈72%
Consumer Staples ETF≈18%
Energy ETF≈11%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Small Cap Multifactor	Equal-Weight AI-Native Biotech Stocks
Small Cap Multifactor		0%
Equal-Weight AI-Native Biotech Stocks	0%

Every published figureShow 124 attributes

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

Classification

AI categories (Composer)

—

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

—

Asset classes / instruments

equities, fixed income

equities

stocks, options

Composition (ETFs / Stocks / Mixed)

—

STOCKS

—

Curated collections (Interactive Advisors)

—

Portfolios with the best risk adjusted returns, Undervalued companies

—

ESG / responsible flag

—

Investment purpose (AInvest)

long-term-wealth-accumulation, active-trading-tactical-allocation

—

Leaderboard views (Collective2)

—

new_highs

Section on AInvest's ETF portfolio page

Multi-Factor

—

Smart beta flag

—

Yes

—

Tags (AInvest)

aggressive, factor

—

Theme keywords (Interactive Advisors)

—

Small-cap, Value driven

—

Scores

AInvest cost score (0-100)

—

AInvest diversification score (0-100)

—

AInvest momentum score (0-100)

—

AInvest overall score (0-100)

—

AInvest return score (0-100)

—

AInvest risk score (0-100)

—

Market-relative

Alpha vs S&P 500, strategy life (hypothetical model account)

—

0.03

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

—

0.50

—

Beta vs S&P 500, strategy life (hypothetical model account)

—

-0.01

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

—

2.33

—

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

—

0.44

—

Correlation to S&P 500, strategy life (hypothetical model account)

—

-0.01

Returns

Annual return compounded, strategy life (hypothetical model account)

—

11.90%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

11.16%

Annualized return since inception (Lighthorse, daily, live)

—

8.94%

—

Backtest length

—

1,317

—

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

—

Out-of-sample length

—

Return since inception (annualized) (live account)

—

9.00%

—

Return since inception (cumulative) (live account)

—

131.90%

—

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

—

6.54%

—

Return, backtest period (annualized) (backtest)

34.04%

-10.14%

—

Return, backtest period (cumulative) (backtest)

—

-42.83%

—

Return, last 30 days (backtest)

0.15%

—

Return, last 30 days (live account)

—

-3.50%

—

Return, last 365 days (backtest)

78.91%

—

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

—

4.40%

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

—

24.57%

—

Return, last 365 days (live account)

—

21.70%

—

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

—

50.90%

—

Return, last 90 days (backtest)

-2.11%

—

Return, last 90 days (live account)

—

-0.80%

—

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

—

172.80%

—

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

—

36.43%

—

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

—

-9.04%

—

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

—

28.70%

—

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

—

-7.67%

—

Return, trailing 1 year (backtest)

—

20.58%

—

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

—

-21.10%

—

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

—

16.87%

—

Return, whole backtest (annualized) (backtest)

34.18%

—

Return, whole backtest (cumulative) (backtest)

895.34%

—

Return, year to date (backtest)

75.98%

—

Return, year to date (live account)

—

17.90%

—

SPY annualized return over the backtest window (backtest)

—

12.97%

—

Trading activity

Annualized turnover, backtest period (backtest)

—

3.82

—

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

—

3.28

—

Average leverage

—

1.81

Daily win rate, backtest period (backtest)

—

48.06%

—

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

—

48.19%

—

Maximum daily leverage

—

4.91

Number of trades

—

Percent of trades profitable

—

90.41%

Profit factor

—

1.60

Backtest

Backtest final value (from $10,000)

—

$5,717

—

Backtest regulatory fees

—

Backtest slippage cost

—

Risk metrics

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

—

0.81

—

Calmar ratio, backtest period (backtest)

—

-0.12

—

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

—

10.24

—

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-34.79%

Maximum drawdown since inception (Lighthorse, daily, live)

—

-46.80%

—

Maximum drawdown, backtest period (backtest)

-40.58%

-84.35%

—

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

—

-11.20%

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

—

-9.07%

—

Maximum drawdown, last 365 days (live account)

—

-9.10%

—

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

—

-16.88%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-34.79%

Maximum drawdown, whole backtest (backtest)

-46.30%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

0.37

Sharpe ratio since inception (Lighthorse, daily, live)

—

0.36

—

Sharpe ratio, backtest period (backtest)

0.93

0.09

—

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

—

0.12

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

—

1.20

—

Sharpe ratio, last 365 days (live account)

—

1.17

—

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

—

2.03

—

Sharpe ratio, strategy life (hypothetical model account)

—

0.37

Sharpe ratio, whole backtest (backtest)

0.96

—

Sortino ratio, backtest period (backtest)

—

0.13

—

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

—

0.17

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

—

1.90

—

Sortino ratio, last 365 days (live account)

—

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

—

2.02

—

Sortino ratio, strategy life (hypothetical model account)

—

0.51

Sortino ratio, whole backtest (backtest)

1.39

—

Standard deviation, backtest period (backtest)

—

56.27%

—

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

—

58.20%

—

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

—

-3.80%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

28.15%

Volatility since inception (Lighthorse, daily, live)

—

23.58%

—

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

—

18.95%

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

—

15.57%

—

Volatility, last 365 days (live account)

—

16.20%

—

Volatility, whole backtest (backtest)

33.60%

—

Quality

Community review status

—

ACTIVE

—

Holdings

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

—

0.15

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

12.00%

—

Rebalance frequency

monthly

none

—

Rebalancing (methodology text)

—

Quarterly

—

Cost & access

Management / advisory fee

—

0.20%

—

Minimum investment

$100

—

$100

—

Subscription price per month

—

$79

Suggested minimum capital

—

$35k

Disclosure

Metrics calculated through

—

2026-10-09

—

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk label (Interactive Advisors)

—

Growth plus

—

Risk score 1-5 (Interactive Advisors)

—

Risk tolerance (AInvest)

aggressive

—

Risk tolerance 1-5 (AInvest)

—

Identity

Strategy age

—

635

Small Cap Multifactor

Equal-Weight AI-Native Biotech Stocks

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources