Side-by-side comparison

Compare investment strategies

100% SPY Buy and Hold vs Bogleheads Three-Fund Portfolio

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

17.3%Best

8.3%

16.0%

—

16.9%

9.8%Best

0.96

1.04Best

-18.8%

-14.1%Best

Fee

—

1.00%

Each source uses its own scale

—

2.58(0-5 (Quantbase))

Inception

—

2021-09-19

Holdings

—

50%

82%Best

Every published figureShow 38 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

buy-and-hold, daily rebalance, long-only, passive, s&p 500, single etf, us equities

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Asset classes / instruments

equities

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Returns

Annual return (Quantbase data field) (basis not stated)

—

9.76%

Backtest end date (Quantbase data field)

—

2022-12-01

Return since chart start (cumulative) (client composite)

—

55.32%

Return, out-of-sample period (annualized) (out-of-sample)

16.01%

—

Return, out-of-sample period (cumulative) (out-of-sample)

31.29%

—

Return, rolling 1 year (client composite)

—

8.32%

Return, trailing 1 month (out-of-sample)

2.37%

—

Return, trailing 1 year (out-of-sample)

17.26%

—

Return, trailing 3 months (out-of-sample)

3.83%

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

0.85

—

Daily volatility over the chart range (client composite)

—

0.62%

Max drawdown (Quantbase data field) (basis not stated)

—

-16.75%

Max drawdown over the chart range (client composite)

—

-14.14%

Maximum drawdown, out-of-sample period (out-of-sample)

-18.76%

—

Monthly volatility over the chart range (client composite)

—

2.90%

Sharpe ratio (Quantbase data field) (basis not stated)

—

2.69

Sharpe ratio from daily returns over the chart range (client composite)

—

1.04

Sharpe ratio, out-of-sample period (out-of-sample)

0.96

—

Standard deviation, out-of-sample period (out-of-sample)

16.90%

—

Volatility (Quantbase data field) (basis not stated)

—

0.03%

Volatility over the chart range, annualized from daily (×√252) (client composite)

—

9.84%

Market-relative

Correlation to SPY (full history) (client composite)

—

0.98

Correlation to SPY (Quantbase data field) (basis not stated)

—

0.98

Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

—

2026-08-22

Rebalance frequency

daily

quarterly

Rebalancing (methodology text)

—

Quarterly

Disclosure

Metrics calculated through

—

2026-10-05

Risk score

Qualitative risk score (Quantbase data field)

—

2.25

Risk score 0-5 (Quantbase)

—

2.58

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources