Side-by-side comparison

Compare investment strategies

SPY-Only S&P 500 Tracker 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%

16.3%

—

16.8%

9.8%Best

0.98

1.04Best

-18.8%

-14.1%Best

Fee

—

1.00%

Each source uses its own scale

—

2.58(0-5 (Quantbase))

Inception

2024-11-29

2021-09-19

Holdings

60%

82%Best

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-19

as of 2026-08-22

Asset mix

ETFs 100%

Top 5 holdings

SPY100.0%

VTI60.0%
BND20.0%
VEU20.0%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	SPY-Only S&P 500 Tracker	Bogleheads Three-Fund Portfolio
SPY-Only S&P 500 Tracker		0%
Bogleheads Three-Fund Portfolio	0%

Every published figureShow 67 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 & hold, passive, s&p 500, single-etf, u.s. 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)

—

Correlation to SPY (full history) (client composite)

—

0.98

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

—

0.98

Returns

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

—

9.76%

Backtest end date (Quantbase data field)

—

2022-12-01

Backtest length

8,487

—

Out-of-sample length

471

—

Return since chart start (cumulative) (client composite)

—

55.32%

Return, backtest period (annualized) (backtest)

10.82%

—

Return, backtest period (cumulative) (backtest)

3086%

—

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

16.29%

—

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

32.18%

—

Return, rolling 1 year (client composite)

—

8.32%

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

-1.11%

—

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

2.37%

—

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%

—

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

-1.08%

—

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

3.83%

—

SPY annualized return over the backtest window (backtest)

10.82%

—

Trading activity

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

—

Daily win rate, backtest period (backtest)

53.41%

—

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

54.14%

—

Backtest

Backtest final value (from $10,000)

$319k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, backtest period (backtest)

0.20

—

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

0.87

—

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, backtest period (backtest)

-55.19%

—

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, backtest period (backtest)

0.65

—

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

0.98

—

Sortino ratio, backtest period (backtest)

0.92

—

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

1.38

—

Standard deviation, backtest period (backtest)

18.55%

—

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

16.83%

—

Volatility (Quantbase data field) (basis not stated)

—

0.03%

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

—

9.84%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

—

2026-08-22

Logic complexity (node count)

—

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

Popularity

Remixes (copies)

—

Watchers

—

SPY-Only S&P 500 Tracker

Bogleheads Three-Fund Portfolio

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources