Side-by-side comparison

Compare investment strategies

100% SPY Tangency Portfolio vs VOO S&P 500 Buy and Hold

Every published figureShow 40 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, passive, s&p 500, single-etf, u.s. equities

buy-and-hold, index etf, passive, s&p 500, us large-cap equities

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

-0.00

—

Beta vs SPY, out-of-sample (out-of-sample)

1.00

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

—

Backtest

Backtest final value (from $10,000)

$319k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

8,487

—

Out-of-sample length

479

—

Return, backtest period (annualized) (backtest)

10.82%

—

Return, backtest period (cumulative) (backtest)

3086%

—

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

17.49%

19.73%

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

35.42%

24.53%

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

-1.11%

—

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

2.37%

2.36%

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

-1.49%

—

Return, trailing 1 year (backtest)

15.41%

—

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

17.26%

17.30%

Return, trailing 2 weeks (out-of-sample)

-1.08%

—

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

3.83%

3.87%

SPY annualized return over the backtest window (backtest)

10.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.20

—

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

0.93

2.22

Maximum drawdown, backtest period (backtest)

-55.19%

—

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

-18.76%

-8.90%

Sharpe ratio, backtest period (backtest)

0.65

—

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

1.05

1.53

Sortino ratio, backtest period (backtest)

0.92

—

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

1.48

—

Standard deviation, backtest period (backtest)

18.55%

—

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

16.71%

12.32%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

—

Trading activity

Daily win rate, backtest period (backtest)

53.41%

—

Daily win rate, out-of-sample period (out-of-sample)

54.70%

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

yearly

Popularity

Remixes (copies)

—

Watchers

—

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