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VOO S&P 500 Buy and Hold vs SPY Buy-and-Hold S&P 500

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)

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

buy-and-hold, passive index tracking, s&p 500, us 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)

—

Trading activity

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

—

Daily win rate, backtest period (backtest)

—

53.43%

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

—

56.21%

Backtest

Backtest final value (from $10,000)

—

$324k

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

—

8,481

Out-of-sample length

—

934

Return, backtest period (annualized) (backtest)

—

10.88%

Return, backtest period (cumulative) (backtest)

—

3137%

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

19.73%

22.14%

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

24.53%

110.01%

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

—

0.60%

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

2.36%

2.37%

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

—

1.16%

Return, trailing 1 year (backtest)

—

17.26%

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

17.30%

17.26%

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

—

0.94%

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

3.87%

3.83%

SPY annualized return over the backtest window (backtest)

—

10.88%

Risk metrics

Calmar ratio, backtest period (backtest)

—

0.20

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

2.22

1.18

Maximum drawdown, backtest period (backtest)

—

-55.19%

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

-8.90%

-18.76%

Sharpe ratio, backtest period (backtest)

—

0.65

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

1.53

1.42

Sortino ratio, backtest period (backtest)

—

0.92

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

—

2.14

Standard deviation, backtest period (backtest)

—

18.55%

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

12.32%

14.87%

Quality

Community review status

—

ACTIVE

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

yearly

none

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