Visit http://biz.yahoo.com/r/. Under Research Tools, click on Historical Quotes, and then download the monthly returns on at least four stocks for the preceding 60 months. Use this data to determine the portfolio that maximizes the chance of beating the S&P 500 for these years. (Note that the ticker symbol for the S&P 500 is ^GSPC. Also, this Web site gives closing prices, which you will need to convert to returns.)