Strategy Comparison
The most-discussed long-term portfolio strategies side by side, each tracked through ETFs over the same dates. Every figure is a total return with dividends reinvested.
| Strategy | YTD | 1Y | 3Y CAGR | 5Y CAGR | 10Y CAGR | 15Y CAGR | 20Y CAGR | Vol | Max DD | Sharpe |
|---|
| Data | Series | Provider |
|---|---|---|
| Strategy proxies | Weekly and month-end dividend-adjusted ETF prices | Yahoo Finance |
Scoreboard: all figures are total returns with dividends reinvested, computed from each strategy’s ETF proxies. Multi-asset strategies are constant-mix baskets at their standard sleeve weights, rebalanced weekly for the trailing windows, volatility, drawdown and Sharpe; YTD rebalances once a year on Dec 31. Volatility, drawdown and Sharpe cover each strategy’s full available history from its youngest sleeve’s launch. A dash means the window has insufficient history or a price-history request failed; the cell tooltip distinguishes the two.
Sleeves: SPX = SPY; Buffett = 90 SPY / 10 SHY; 3-fund = equal thirds VTI / VXUS / BND; 60/40 = SPY / AGG; Golden Butterfly = 20 each SPY / IJS / TLT / SHY / GLD; All Weather = 30 SPY / 40 TLT / 15 IEF / 7.5 GLD / 7.5 DBC; Permanent = 25 each SPY / TLT / GLD / BIL; risk parity = RPAR; Dragon = 24 SPY / 18 TLT / 19 GLD / 18 KMLM / 21 TAIL; dividend growth = VIG; trend following = KMLM; cash = BIL; factor and sector rows are the single ETF named in the row. Proxies track each strategy’s intent closely but are approximations of the published portfolios. Past performance is not a guide to future results.
Calendar-year heatmap: calendar-year total returns for every strategy on the scoreboard, computed live from dividend-adjusted month-end prices and rebalanced annually on Dec 31. Years before a proxy’s launch show a dash.
About this page
A live scoreboard for more than 15 named investment strategies, from 60/40 and Buffett's 90/10 to the Permanent Portfolio, All Weather, Golden Butterfly, momentum, value and trend following, each with returns, Sharpe, drawdown and a calendar-year heatmap.
The heatmap is the honest part: every strategy on the board has losing years, and the leader rotates constantly. The lesson of the scoreboard is not to find the best strategy but to notice that sticking with a reasonable one through its bad years beats hopping to whatever just won.
What is the 60/40 portfolio?
The classic balanced allocation: 60% stocks for growth, 40% bonds for ballast. Declared dead after 2022's joint selloff, it has nonetheless compounded through a century of obituaries.
What is trend following?
Rules-based buying of what has been rising and selling of what has been falling, across many markets. It profits from sustained moves in either direction and has historically done its best work in crisis years, at the price of whipsaw losses in sideways markets.
Which strategy is best?
Depends entirely on the window you grade. The scoreboard exists to show that rotation honestly rather than crown a permanent winner; the strategy you can hold through its worst year is the one that pays.