Backtest

ETF, Stock and Crypto Portfolio Backtest

Backtest results

Backtest Period 2015.01.02 ~ 2024.12.31 · 10 yr
Final Balance $20,852
Invested $10,000
Gain +$10,852
Before taxes and trading costs
Annualized return +7.6%
2.1× in 10 yr
5.4pp behind SPY
Max drawdown · daily -27.6%
Peak $21,200 → low $15,338
23 months from trough to recovery
Loss after a 1-year hold 17%
18 of 109 past windows
None when held 5+ years
SPY 15%

Performance

Growth Chart

My Portfolio CAGR +7.6%
SPY CAGR +13.0%
Money put in
Shaded: major market crises COVID-19 (Feb–Mar 2020)Bear Market (2022)
Drawdown (same period)
0%-28%Low -27.6% · 2022-10

Holding-period outcomes

Held 1 year(s), 17% of start dates lost money; held 5 years, none did · worst +5.0%/yr

Held Annualized return · worst to best Losses
1 years -23.3% ~ +28.4% 17%18/109
3 years -1.4% ~ +19.7% 6%5/85
5 years +5.0% ~ +14.2% 0%0/61
7 years +5.9% ~ +11.3% 0%0/37
Return spread for one holding periodPick a holding period to see its spread and each start month
Worst · average · best by holding period (table)Per-year returns and share of positive periods for 1–10 year holds
Show the numbers
1 years109-23.3%+8.5%+28.4% 84%
3 years85-1.4%+7.9%+19.7% 94%
5 years61+5.0%+9.1%+14.2% 100%
7 years37+5.9%+7.9%+11.3% 100%
10 years1+7.6%+7.6%+7.6% 100%

Annual & monthly returns

Up in 8 of 10 years · best 2019 +24.9% · worst 2022 -23.3%

Completed months · through 2024-12

-30%-20%-10%0%10%20%30%40%20152017201920212023
Portfolio SPY
Show the numbers · Completed calendar years
8/10 Positive Years
80% Win Rate
2/10 Beat Benchmark
3yr Longest Winning Streak
2yr Current Streak
±13.3% Annual Return Std Dev
Current Streak 1 mo down
Longest Gain Streak 10mo
Longest Loss Streak 4mo

Trailing returns

Up to 1 year: total return · 3 years and longer: per year As of 12/2024
1 yearstotal +10.7% +24.9% -14.2pp
3 yearsper year -0.4% +8.8% -9.2pp
5 yearsper year +6.3% +14.5% -8.2pp
10 yearsper year +7.6% +13.0% -5.4pp
Growth Milestones2× in 6.6 yrs
2.1× your principal $10,000 → now $20,852
  1. 1.5× Reached 2019-11 · took 4.8 yrs
  2. 2× Reached 2021-07 · took 6.6 yrs
  3. 3× Needs another 44% gain
  4. 5× Needs another 140% gain
Purchasing power — assuming 2.5% annual inflation+5.0% a year after inflation · +7.6% before

Annualized return

Nominal +7.6%
Real (Infl.-Adj.) +5.0%

Cumulative return

Nominal +108.5%
Real (Infl.-Adj.) +62.9%

Risk & recovery

Deepest fall -27.6% (2022.10) · 990 days from peak to recovery · now 4.8% below the peak

vs SPY

The same money in SPY would have grown to $33,969, $13,117 more than this portfolio

Assets & diversification

Profit contribution: SPY +$12,097 · TLT -$1,245

Scenarios

Shuffles past monthly returns into 500 possible futures

Data & export

10 years of yearly and 2,517 days of daily records · CSV download