Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/17/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPX500 (S&P 500 Index Total Return) | -9.87% | 6.47% | 7.85% | 14.63% | 11.64% | 12.39% | 9.95% | 8.96% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPX500 (S&P 500 Index Total Return) | 01/01/1871 | 04/17/2025 |
The return data shown below all have the same latest date: 04/17/2025.
AR inception is since 01/01/1871.
AR inception is since 01/01/1871.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | 1970 | 1969 | 1968 | 1967 | 1966 | 1965 | 1964 | 1963 | 1962 | 1961 | 1960 | 1959 | 1958 | 1957 | 1956 | 1955 | 1954 | 1953 | 1952 | 1951 | 1950 | 1949 | 1948 | 1947 | 1946 | 1945 | 1944 | 1943 | 1942 | 1941 | 1940 | 1939 | 1938 | 1937 | 1936 | 1935 | 1934 | 1933 | 1932 | 1931 | 1930 | 1929 | 1928 | 1927 | 1926 | 1925 | 1924 | 1923 | 1922 | 1921 | 1920 | 1919 | 1918 | 1917 | 1916 | 1915 | 1914 | 1913 | 1912 | 1911 | 1910 | 1909 | 1908 | 1907 | 1906 | 1905 | 1904 | 1903 | 1902 | 1901 | 1900 | 1899 | 1898 | 1897 | 1896 | 1895 | 1894 | 1893 | 1892 | 1891 | 1890 | 1889 | 1888 | 1887 | 1886 | 1885 | 1884 | 1883 | 1882 | 1881 | 1880 | 1879 | 1878 | 1877 | 1876 | 1875 | 1874 | 1873 | 1872 | 1871 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 6.47 | 7.85 | 14.63 | 11.64 | 12.39 | 9.95 | 8.96 | -9.87 | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | 15.71 | 7.82 | -6.31 | 22.52 | 38.04 | -26.10 | -16.86 | 21.88 | 13.65 | 2.69 | -11.67 | 15.20 | 20.94 | -8.33 | 12.54 | 16.58 | 22.19 | -9.72 | 30.10 | -0.43 | 13.92 | 37.78 | -9.66 | 6.31 | 34.95 | 48.06 | 0.99 | 17.92 | 26.80 | 27.87 | 16.47 | 6.87 | 4.48 | -9.09 | 38.14 | 20.02 | 27.00 | 17.16 | -10.74 | -9.67 | 2.01 | 22.48 | -31.93 | 35.75 | 47.01 | -2.80 | 54.42 | -11.05 | -41.78 | -24.01 | -4.21 | 38.13 | 35.79 | 13.99 | 29.15 | 26.15 | 3.49 | 27.27 | 15.17 | -18.52 | 20.21 | 26.21 | -25.18 | 8.97 | 35.79 | -3.30 | -9.31 | 8.21 | 5.92 | -7.74 | 19.13 | 45.11 | -29.47 | 7.17 | 19.82 | 31.62 | -14.39 | 5.25 | 20.42 | 19.01 | 10.07 | 23.53 | 17.25 | 2.05 | 4.93 | 2.73 | -15.72 | 6.22 | 22.87 | -9.86 | 7.93 | 2.13 | -2.49 | 12.81 | 29.41 | -10.84 | -3.03 | 3.66 | 1.40 | 19.14 | 43.31 | 11.73 | -1.71 | -14.15 | 2.74 | 4.13 | -8.06 | 9.94 | 12.39 |
| Sharpe Ratio | NA | -0.10 | 0.21 | 0.73 | 0.55 | NA | NA | -1.94 | -1.05 | 1.44 | 1.69 | -0.81 | 2.17 | 0.53 | 2.40 | -0.34 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.15 | 1.24 | 0.25 | 0.88 | 1.63 | -0.90 | -0.68 | -0.59 | 0.98 | 1.24 | 1.62 | 1.63 | 4.33 | -0.18 | 0.91 | 0.58 | 1.92 | -0.53 | 1.73 | 0.60 | 0.00 | 0.31 | 1.49 | -0.24 | 0.80 | 0.65 | -1.27 | 1.19 | 0.19 | 0.05 | -0.48 | 0.38 | 0.45 | -0.37 | -0.41 | 0.58 | 0.20 | 0.03 | -0.25 | 0.36 | 0.66 | -0.16 | 0.38 | 0.64 | 0.75 | -0.12 | 0.89 | -0.01 | 0.37 | 2.20 | -0.18 | 0.13 | 0.62 | 2.73 | 0.02 | 0.53 | 0.60 | 0.54 | 0.34 | 0.11 | 0.09 | -0.11 | 1.11 | 0.58 | 0.49 | 0.30 | -0.19 | -0.11 | 0.02 | 0.21 | -0.29 | 0.68 | 0.66 | -0.04 | 0.34 | -0.04 | -0.30 | -0.23 | -0.03 | 0.69 | 1.14 | 0.27 | 0.97 | 0.59 | 0.07 | 0.60 | 0.27 | -0.25 | 0.34 | 0.69 | -0.51 | 0.24 | 0.84 | -0.12 | -0.26 | 0.28 | 0.13 | -0.16 | 0.65 | 0.95 | -0.37 | 0.14 | 0.49 | 0.72 | -0.27 | 0.14 | 0.28 | 0.34 | 0.17 | 0.44 | 0.32 | 0.03 | 0.10 | 0.07 | -0.20 | 0.30 | 0.46 | -0.21 | 0.29 | 0.06 | -0.07 | 0.38 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| Standard Deviation(%) | NA | 18.89 | 18.52 | 18.03 | 18.38 | NA | NA | 27.47 | 28.94 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 40.00 | 59.13 | 20.32 | 49.11 | 75.08 | 84.88 | 53.43 | 32.70 | 53.24 | 77.94 | 47.57 | 48.26 | 31.53 | 53.36 | 33.15 | 25.90 | 29.81 | 84.62 | 33.89 | 40.54 | 38.05 | 17.28 | 54.57 | 49.84 | 56.80 | 17.62 | 42.47 | 34.62 | 46.19 | 53.03 | 48.64 | 63.91 | 52.13 | 86.65 | 35.40 | 34.96 | 56.40 | 58.25 | 58.45 | 87.72 | 85.54 | 110.52 | 109.87 | 53.68 | 73.56 | 79.69 | 168.60 | 265.16 | 141.72 | 104.87 | 169.47 | 56.13 | 31.98 | 53.00 | 30.46 | 45.24 | 49.35 | 45.92 | 58.19 | 75.41 | 61.18 | 39.84 | 50.46 | 37.25 | 44.88 | 40.83 | 36.62 | 29.35 | 45.38 | 48.88 | 29.63 | 47.53 | 80.41 | 50.04 | 40.81 | 43.83 | 54.55 | 36.99 | 75.59 | 55.80 | 61.18 | 53.88 | 54.16 | 66.25 | 49.56 | 38.38 | 77.19 | 20.59 | 50.05 | 47.91 | 27.92 | 34.60 | 33.69 | 37.44 | 47.00 | 61.72 | 34.64 | 42.94 | 35.70 | 60.86 | 51.86 | 25.76 | 82.74 | 35.41 | 26.31 | 26.91 | 75.09 | 26.97 | 38.81 |
| Draw Down(%) | NA | 18.76 | 19.24 | 24.59 | 33.83 | NA | NA | 81.76 | 18.76 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 3.66 | 8.06 | 7.15 | 3.45 | 7.79 | 28.75 | 17.67 | 1.21 | 8.25 | 15.45 | 11.67 | 5.76 | 2.88 | 15.26 | 4.51 | 1.49 | 1.22 | 21.24 | 1.11 | 6.36 | 4.01 | 0.00 | 15.67 | 4.98 | 4.72 | 0.00 | 7.81 | 2.71 | 2.27 | 6.70 | 6.45 | 7.12 | 8.10 | 19.77 | 1.69 | 2.26 | 6.68 | 10.35 | 12.82 | 20.35 | 13.42 | 10.91 | 36.46 | 5.01 | 8.39 | 19.45 | 14.01 | 40.42 | 49.21 | 37.01 | 33.81 | 4.56 | 1.16 | 8.58 | 2.78 | 3.17 | 12.78 | 4.52 | 7.72 | 18.52 | 6.25 | 1.49 | 25.18 | 3.56 | 1.90 | 9.17 | 11.02 | 3.87 | 9.18 | 13.77 | 2.49 | 3.12 | 33.28 | 6.45 | 5.50 | 2.28 | 23.32 | 8.12 | 6.41 | 6.92 | 6.54 | 5.57 | 6.02 | 12.49 | 9.44 | 5.79 | 25.04 | 2.18 | 2.93 | 16.13 | 2.27 | 3.72 | 10.29 | 4.20 | 0.79 | 14.45 | 5.74 | 6.06 | 6.37 | 9.32 | 1.27 | 1.54 | 20.11 | 15.92 | 4.61 | 5.03 | 17.47 | 2.69 | 4.78 |
| Yield(%) | 0.00 | 1.39 | 1.49 | 2.23 | 2.68 | 3.94 | 3.62 | 25,208.00 | 0.31 | 1.41 | 1.69 | 1.26 | 1.48 | 2.12 | 2.28 | 1.81 | 2.00 | 2.14 | 1.97 | 1.96 | 2.19 | 2.30 | 1.92 | 1.88 | 2.45 | 1.88 | 1.91 | 1.83 | 1.79 | 1.91 | 1.71 | 1.28 | 1.08 | 0.97 | 2.11 | 1.93 | 2.77 | 2.64 | 3.14 | 3.13 | 3.83 | 3.10 | 5.86 | 3.71 | 4.46 | 4.31 | 2.79 | 3.90 | 4.71 | 4.49 | 5.04 | 5.34 | 4.64 | 5.79 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPX500 (S&P 500 Index Total Return) |
-40.20%
Jul 1929 - Jul 1932 |
-17.31%
Sep 1929 - Sep 1934 |
-4.02%
Aug 1929 - Aug 1939 |
-0.36%
Sep 1929 - Sep 1944 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPX500 (S&P 500 Index Total Return) |
39.67%
Mar 1933 - Mar 1936 |
33.66%
Sep 1924 - Sep 1929 |
21.17%
Jun 1949 - Jun 1959 |
18.69%
May 1942 - May 1957 |
Annualized Rolling Returns Comparison Chart