3-Year Backtest Analysis

Portfolio vs SPY

NVDA-weighted tech portfolio with monthly rebalancing

Nov 2022 → Nov 2025 (751 trading days)
Total Return
+422.9%
Portfolio
vs
+70.7%
SPY
Excess Return (Alpha)
+352.2%
Outperformed SPY by 5.0x
CAGR
74.34%
Sharpe Ratio
2.21
Sortino Ratio
3.50
Max Drawdown
-29.80%
Volatility
32.70%
Calmar Ratio
2.49
Beta
1.62
Final Value
$52,289
Portfolio Value Over Time
Portfolio
SPY Benchmark
Drawdown Analysis
Max: -29.80% (Jan–Apr 2025, recovered in 79 days)
Strategy Comparison
📊 Passive Rebalance (Monthly) Selected Strategy
Total Return
+422.9%
Sharpe
2.21
Max DD
-29.80%
Final Value
$52,289
💎 Buy & Hold Best Return
Total Return
+553.5%
Sharpe
2.09
Max DD
-34.31%
Final Value
$65,348
🛡️ Risk Managed (10% Stop-Loss) Liquidated
Total Return
-17.44%
Sharpe
-0.67
Max DD
-21.61%
Final Value
$8,256
Monthly Timeseries Data
Date Portfolio SPY Drawdown Excess
2022-11$10,304$10,1330.00%+1.69%
2022-12$9,067$9,549-13.91%-5.05%
2023-01$10,947$10,150-2.48%+7.86%
2023-06$18,548$11,152-1.20%+66.31%
2023-12$20,985$12,049-0.47%+74.17%
2024-06$36,647$13,883-4.36%+163.98%
2024-12$39,551$15,047-3.83%+162.85%
2025-03$33,299$14,405-20.56%+131.16%
2025-06$42,665$15,9570.00%+167.35%
2025-11$52,289$17,068-7.08%+206.36%
⚠️ Disclaimer: This visualization is for reference only. Past performance does not guarantee future results.
Please verify raw data before making investment decisions. Backtest results include transaction fees (0.1%) and slippage (0.05%).