Strategy Scorecard
Side-by-side performance of the most-discussed long-term portfolio strategies. Same period, same fee assumption, same rebalance cadence - so the numbers are actually comparable.
10Y winner
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highest CAGR
Best Sharpe
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risk-adjusted leader
Smallest drawdown
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most defensive
YTD leader
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current momentum
Strategy scoreboardYTD & 1Y as of Jul 16, 2026
| Strategy | YTD | 1Y | 3Y CAGR | 5Y CAGR | 10Y CAGR | 15Y CAGR | 20Y CAGR | Vol | Max DD | Sharpe |
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YTD and 1Y are TOTAL returns (dividends included) computed from each strategy’s ETF proxies via dividend-adjusted prices, refreshed monthly; multi-asset strategies use their standard sleeve weights, risk parity uses RPAR, trend following uses KMLM. Longer-horizon CAGRs, volatility, drawdown and Sharpe are from long-window backtests of the same baskets. Past performance does not guarantee future results.
Calendar-year heatmap2016–2026 · annual
Calendar-year TOTAL returns (dividends included) computed from each strategy’s ETF proxies using dividend-adjusted closes, rebalanced annually - audited July 2026. Proxies: SPY, QQQ, AGG, IJS, TLT, SHY, IEF, GLD, DBC, BIL and DBMF (managed futures; launched May 2019, earlier years shown as "--"). ETF proxies track each strategy’s intent closely but are approximations. Past performance does not guarantee future results.