Backtest

S&P 500 (SPY) monthly investing backtest in KRW

How would regular investments of KRW 500,000 in the S&P 500 have grown?

SPY 100% from 2016-01-04 to 2026-10-23, with KRW 500,000 initially and each month, reinvested dividends, and KRW reporting.

Data as of 2026-10-23

Backtest results

Backtest Period 2016.01.04 ~ 2026.10.23 · 10 yr 10 mo
Final Balance ₩174M
Invested ₩65M
Gain +₩109M
Before taxes and trading costs
Annualized return +16.1%
Counting when you added money: +17.2%
Max drawdown · daily -30.1%
Peak ₩37M → low ₩26M
5 months from trough to recovery
Loss after a 1-year hold 3%
4 of 118 past windows
None when held 3+ years
SPY 3%

Performance

Growth Chart

My Portfolio CAGR +16.1%
SPY CAGR +16.1%
Money put in
Shaded: major market crises COVID-19 (Feb–Mar 2020)Bear Market (2022)
Drawdown (same period)
0%-30%Low -30.1% · 2020-03

Holding-period outcomes

Held 1 year(s), 3% of start dates lost money; held 3 years, none did · worst +7.3%/yr

Held Annualized return · worst to best Losses
1 years -13.3% ~ +47.4% 3%4/118
3 years +7.3% ~ +28.7% 0%0/94
5 years +12.5% ~ +23.1% 0%0/70
7 years +12.5% ~ +21.5% 0%0/46
10 years +17.0% ~ +18.8% 0%0/10
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 years118-13.3%+18.4%+47.4% 97%
3 years94+7.3%+17.5%+28.7% 100%
5 years70+12.5%+17.6%+23.1% 100%
7 years46+12.5%+17.3%+21.5% 100%
10 years10+17.1%+17.7%+18.8% 100%

Annual & monthly returns

Up in 8 of 10 years · best 2024 +43.4% · worst 2022 -13.3%

Completed months · through 2026-09

Partial years: 2026. Each year includes only its observed months.

-20%-10%0%10%20%30%40%50%201620182020202220242026
Portfolio SPY
Show the numbers · Completed calendar years
8/10 Positive Years
80% Win Rate
0/10 Beat Benchmark
3yr Longest Winning Streak
3yr Current Streak
±17.5% Annual Return Std Dev
Current Streak 4 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 9/2026
1 yearstotal +11.7% +11.7% +0.0pp
3 yearsper year +22.8% +22.8% +0.0pp
5 yearsper year +16.7% +16.7% +0.0pp
10 yearsper year +17.6% +17.6% +0.0pp
Fullper year +16.4% +16.4% +0.0pp
Growth Milestones2× in 8.1 yrs · 3× in 10.4 yrs
2.7× your principal ₩65M → now ₩174M
  1. 1.5× Reached 2020-09 · took 4.7 yrs
  2. 2× Reached 2024-01 · took 8.1 yrs
  3. 3× Reached 2026-05 · took 10.4 yrs Now back below
  4. 5× Needs another 87% gain
Purchasing power — assuming 2.5% annual inflation+13.2% a year after inflation · +16.1% before

Annualized return

Nominal +16.1%
Real (Infl.-Adj.) +13.2%

Cumulative return

Nominal +400.4%
Real (Infl.-Adj.) +283.1%

Risk & recovery

Deepest fall -30.1% (2020.03) · 173 days from peak to recovery · now 12.6% below the peak

vs SPY

The same money in SPY would also have grown to ₩174M, level with this portfolio

Assets & diversification

Scenarios

Shuffles past monthly returns into 500 possible futures

Data & export

11 years of yearly and 2,719 days of daily records · CSV download