Side-by-side comparison

Compare investment strategies

90/10 VOO and Short Treasury Buffett Mix vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

90/10 allocation, low-cost etfs, passive, short-term treasuries, us large-cap stocks, yearly rebalance

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

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)

0.88

—

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

1.00

—

Trading activity

Annualized turnover, backtest period (backtest)

0.17

—

Annualized turnover, out-of-sample period (out-of-sample)

0.18

—

Daily win rate, backtest period (backtest)

55.03%

—

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

54.24%

—

Backtest

Backtest final value (from $10,000)

$79k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,045

—

Out-of-sample length

1,167

—

Return, backtest period (annualized) (backtest)

13.71%

—

Return, backtest period (cumulative) (backtest)

687.15%

—

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

13.61%

3.61%

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

80.65%

0.76%

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

0.55%

—

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

2.13%

0.32%

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

1.05%

—

Return, trailing 1 year (backtest)

15.74%

—

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

15.74%

0.00%

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

0.88%

—

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

3.52%

0.00%

SPY annualized return over the backtest window (backtest)

14.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.45

—

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

0.67

45148.96

Maximum drawdown, backtest period (backtest)

-30.49%

—

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

-20.22%

-0.00%

Sharpe ratio, backtest period (backtest)

0.92

—

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

0.91

20.28

Sortino ratio, backtest period (backtest)

1.31

—

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

1.33

—

Standard deviation, backtest period (backtest)

15.15%

—

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

15.25%

0.18%

Holdings

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

0.83

—

Construction

Logic complexity (node count)

—

Rebalance frequency

yearly

daily

Popularity

Remixes (copies)

1,418

—

Watchers

3,166

—

Risk score

Risk rating (Composer data field)

Aggressive

—

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