---
title: Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings
url: https://www.ml-quant.com/papers/ssrn/4767576/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4767576
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4767576
featured: 2024-03-27
citations: 0
topic: Portfolio & Allocation
---


# Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings

Cloned portfolios from SEC EDGAR Form 13F filings can match original funds' performance and outperform the S&P 500 index by 24.25% annually on a risk-adjusted basis, according to research.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4767576
- Identifier: SSRN 4767576
- Released: 2024-03-21
- First featured: Quant Letter No. 42 (2024-03-27): https://www.ml-quant.com/issues/2024-03-27/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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