Funds (13F)
Davis Selected Advisers
Backtest from 9 Aug 2013 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +14.2% S&P 500 +13.9%
- Last 12 months
- +15.9% S&P 500 +12.1%
- Sharpe ratio
- 0.69 S&P 500 0.77
- Biggest drop
- −36.5% S&P 500 −31.8%
About
Copies Davis Selected Advisers's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +14.2% | +13.9% |
| Total return | +476% | +459% |
| Last 12 months | +15.9% | +12.1% |
| Last 3 months | −3.0% | — |
| Last month | +2.3% | — |
| This year so far | +7.3% | — |
| Volatility a year | 19.0% | 16.0% |
| Sharpe ratio | 0.69 | 0.77 |
| Biggest drop | −36.5% | −31.8% |
| Beta to the S&P 500 | 1.09 | 1.00 |
| Alpha a year (t-statistic) | −0.3% (−0.14) | — |
| Share of weeks up | 58% | — |
Insights
| Company | Weight | Held since | Return since |
|---|---|---|---|
| COF | 7.9% | — | — |
| USB | 6.2% | — | — |
| CVS | 5.8% | — | — |
| VTRS | 5.7% | — | — |
| MGM | 5.4% | — | — |
| GOOGL | 5.0% | — | — |
| DVN | 5.0% | — | — |
| AMZN | 4.8% | — | — |
| META | 4.4% | — | — |
| MKL | 3.8% | — | — |
| TXN | 3.5% | — | — |
| TSN | 3.4% | — | — |
| WFC | 3.1% | — | — |
| CI | 3.0% | — | — |
| JBS | 2.8% | — | — |
| UNH | 2.5% | — | — |
| SOLV | 2.3% | — | — |
| LYB | 2.2% | — | — |
| CB | 1.9% | — | — |
| TCOM | 1.7% | — | — |
| OC | 1.6% | — | — |
| DGX | 1.6% | — | — |
| PINS | 1.3% | — | — |
| AGCO | 1.2% | — | — |
| YMM | 1.1% | — | — |
| QSR | 1.0% | — | — |
| COP | 0.9% | — | — |
| SE | 0.9% | — | — |
| APP | 0.8% | — | — |
| JPM | 0.7% | — | — |
| FITB | 0.7% | — | — |
| WCC | 0.6% | — | — |
| PNC | 0.6% | — | — |
| PPLI | 0.5% | — | — |
| NTES | 0.4% | — | — |
| RNR | 0.3% | — | — |
| AMAT | 0.3% | — | — |
| AXP | 0.3% | — | — |
| RKT | 0.3% | — | — |
| L | 0.3% | — | — |
| NTB | 0.3% | — | — |
| BAC | 0.3% | — | — |
| BNY | 0.3% | — | — |
| CHYM | 0.2% | — | — |
| EG | 0.2% | — | — |
| VALE | 0.2% | — | — |
| MSFT | 0.2% | — | — |
| NVDA | 0.1% | — | — |
| BEKE | 0.1% | — | — |
| SCHW | 0.1% | — | — |
| FISV | 0.1% | — | — |
| STT | 0.1% | — | — |
| PLD | 0.1% | — | — |
| JCI | 0.1% | — | — |
| EQIX | 0.1% | — | — |
| CUZ | 0.1% | — | — |
| BXP | 0.1% | — | — |
| BRX | 0.1% | — | — |
| ADBE | 0.1% | — | — |
| MTB | 0.1% | — | — |
| DOC | 0.1% | — | — |
| DLR | 0.1% | — | — |
| PSA | 0.1% | — | — |
| SNPS | 0.1% | — | — |
| SPG | 0.1% | — | — |
| ORCL | 0.1% | — | — |
| AMH | 0.1% | — | — |
| CDP | 0.1% | — | — |
| TFC | 0.1% | — | — |
| EGP | 0.1% | — | — |
| AMT | 0.1% | — | — |
| SHO | 0.1% | — | — |
| VTR | 0.1% | — | — |
| CPT | 0.1% | — | — |
| NOAH | 0.1% | — | — |
| DAR | 0.0% | — | — |
| SAP | 0.0% | — | — |
| REG | 0.0% | — | — |
| ESS | 0.0% | — | — |
| JD | 0.0% | — | — |
| TRNO | 0.0% | — | — |
| SBAC | 0.0% | — | — |
| REXR | 0.0% | — | — |
| VMRK | 0.0% | — | — |
| CHCT | 0.0% | — | — |
| O | 0.0% | — | — |
| VICI | 0.0% | — | — |
| ANGI | 0.0% | — | — |
| SUI | 0.0% | — | — |
| HPP | 0.0% | — | — |
| ARE | 0.0% | — | — |
| FRMI | 0.0% | — | — |
| EXR | 0.0% | — | — |
| JLL | 0.0% | — | — |
| CUBE | 0.0% | — | — |
| DEI | 0.0% | — | — |
| CBRE | 0.0% | — | — |
| MAA | 0.0% | — | — |
| TSM | 0.0% | — | — |
| LRCX | 0.0% | — | — |
| JAN | 0.0% | — | — |
| CCK | 0.0% | — | — |
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest9 Aug 2013 to 2 Nov 2026 | +14.2% | +13.9% | 0.69 | 0.77 | −36.5% | 1.09 | −0.3% (−0.14) |
| 2018 onwards5 Jan 2018 to 2 Nov 2026 | +12.3% | +13.9% | 0.52 | 0.66 | −36.5% | 1.08 | −1.7% (−0.57) |
| Last three years3 Nov 2023 to 2 Nov 2026 | +23.5% | +21.8% | 1.12 | 1.16 | −18.6% | 0.97 | +2.2% (0.45) |
| Last year7 Nov 2025 to 2 Nov 2026 | +16.9% | +14.2% | 0.94 | 0.84 | −11.0% | 0.79 | +4.6% (0.49) |
| Date | Company | Action |
|---|---|---|
| 14 Aug 2026 | SBAC | Bought |
| 14 Aug 2026 | DVN | Bought |
| 8 May 2026 | LYB | Bought |
| 8 May 2026 | JLL | Bought |
| 8 May 2026 | JAN | Bought |
| 8 May 2026 | FRMI | Bought |
| 8 May 2026 | CBRE | Bought |
| 8 May 2026 | ADBE | Bought |
| 6 Feb 2026 | JBS | Bought |
| 6 Feb 2026 | HPP | Bought |
| 6 Feb 2026 | FISV | Bought |
| 6 Feb 2026 | CUBE | Bought |
| 2 Jan 2026 | SNPS | Bought |
| 2 Jan 2026 | PINS | Bought |
| 2 Jan 2026 | CHYM | Bought |
| 15 Aug 2025 | TSM | Bought |
| 15 Aug 2025 | O | Bought |
| 15 Aug 2025 | NVDA | Bought |
| 15 Aug 2025 | CDP | Bought |
| 15 Aug 2025 | ANGI | Bought |
| 15 Aug 2025 | AAPL | Bought |
| 16 May 2025 | VALE | Bought |
| 16 May 2025 | SUI | Bought |
| 16 May 2025 | QSR | Bought |
| 16 May 2025 | NTST | Bought |