Explore Portfolios with100+ years of historical data

Inception Date: 1986-01-03

The popularized 9SIG strategy by Jason Kelley, with the addition of a 200 Day Simple Moving Average. The traditional 9SIG strategy incurs 90%+ drawdowns and has significantly higher volatility without a moving average regime filter.

Inception Date: 1988-01-04

A 1.75x levered basket consisting of large cap growth, long term treasuries, gold and trend-following with a stack of small cap value stocks.

Inception Date: 1969-05-21

The traditional 60/40 (stock/bond) with a sizable 1/3 allocation to gold. Optimized by maximizing the Mean-Variance Utility monthly, with a 12 month lookback window.

Inception Date: 1969-05-21

Ray Dalio’s macro-regime portfolio: allocations sized so each of the four economic “seasons” (rising/falling growth × rising/falling inflation) contributes roughly equal risk. Optimizes the Log Utility monthly, based on a 12 month lookback.

Inception Date: 1989-01-10

A 1.75x levered basket consisting of large cap growth, long term treasuries, gold and trend-following with a stack of small cap value stocks.

Inception Date: 1989-01-04

A 1.75x levered basket consisting of large cap growth, long term treasuries, gold and trend-following with a stack of small cap value stocks.

Inception Date: 1969-05-21

Harry Browne’s 1981 four-sleeve portfolio — one asset for each regime: stocks for prosperity, long bonds for deflation, gold for inflation, cash for recession. This version optimizes by maximizing the mean-variance utility every month, with a 12 month lookback window.

Inception Date: 1962-01-03

3× leveraged version of the S&P 500 (UPRO) and 3× leveraged long duration Treasuries (TMF), quarterly-rebalanced and originated from a legendary 2019 Bogleheads forum thread. Popular as the single most-discussed leveraged retail portfolio on Reddit.

Inception Date: 1989-01-04

A 1.75x levered basket consisting of large cap growth, long term treasuries, gold and trend-following with a stack of small cap value stocks.

Inception Date: 1927-07-13

The six cells are large value, mid value, small value, large growth, mid growth, and small growth, equal-weighted.

Inception Date: 1994-06-02

A compact smart-beta blend that combines three explainable factor sleeves: value, momentum, and low volatility. Equal-weighted.

Inception Date: 1988-01-04

Capital-efficient, 1.5x 60/40 core exposure, and spends freed capital on trend-following diversifiers. Rebalanced Quarterly.

Inception Date: 1926-07-02

The six cells are large value, mid value, small value, large growth, mid growth, and small growth, equal-weighted.

Inception Date: 1885-03-23

Holds the SPY ETF when its price closes the final trading day of the week above its 200-day moving average, and rotates into a risk-free asset when it moves below. Note: Faber’s implementation evaluates the signal monthly, while this evaluates weekly.

Inception Date: 1963-01-07

The 60/40 (Stock/Bond) portfolio is the default balanced benchmark for mainstream investing

Inception Date: 1968-04-02

The traditional 60/40 (stock/bond) with a sizable 1/3 allocation to gold.

Inception Date: 1995-05-08

“Own the investable market” reference portfolio. It is distinct from the Bogleheads Three-Fund because it includes a market-cap style allocation to global equities, bonds, REITs, and gold.

Inception Date: 1962-01-03

The 60/40 (Stock/Bond) portfolio is the default balanced benchmark for mainstream investing

Inception Date: 1996-09-30

Paul Merriman's Ultimate Buy and Hold Portfolio was designed to outperform the S&P 500 by diversifying across 10 distinct equity asset classes. The portfolio emphasizes exposure to historical "premiums" found in small-cap and value stocks while maintaining global exposure.

Inception Date: 1987-12-15

Bill Schulthei's classic “lazy but sliced” 60/40 portfolio that adds value, small-cap, international, and REIT sleeves without becoming unmanageably complex.

Inception Date: 1968-04-02

Ray Dalio’s macro-regime portfolio: allocations sized so each of the four economic “seasons” (rising/falling growth × rising/falling inflation) contributes roughly equal risk.

Inception Date: 1968-04-02

Harry Browne’s 1981 four-sleeve portfolio — one asset for each regime: stocks for prosperity, long bonds for deflation, gold for inflation, cash for recession. Popular because it’s simple, has never had a disastrous year, and only requires annual rebalancing.

Inception Date: 1996-04-29

This is the canonical DIY indexing portfolio: total U.S. stock, total international stock, total U.S. bonds. Larimore does not prescribe one permanent bond weight, so the “portfolio” is really a structure; a common moderate study case is 64/16/20.

Inception Date: 1986-12-12

Tyler from PortfolioCharts’s upgrade of the Permanent Portfolio by adding a small-cap value tilt. Popular because it consistently tops risk-adjusted-return and safe-withdrawal-rate rankings and has a huge following on Reddit’s FIRE and Bogleheads communities.

Inception Date: 1986-12-12

Bill Schulthei's classic “lazy but sliced” 60/40 portfolio that adds value, small-cap, international, and REIT sleeves without becoming unmanageably complex.

Inception Date: 1994-05-05

This is a popular modern lazy portfolio that has four building blocks and adds a specific risk/return tilt: small value, emerging markets, cash, and gold.

Inception Date: 2001-07-05

David Swensen’s retail-friendly version of endowment diversification adds international stocks, emerging markets, REITs, Treasuries, and TIPS to a U.S. equity core. It is one of the strongest academically respectable “more than three funds, less than tactical” portfolios.

Inception Date: 1994-05-05

“Own the investable market” reference portfolio. It is distinct from the Bogleheads Three-Fund because it includes a market-cap style allocation to global equities, bonds, REITs, and gold.

Inception Date: 2000-06-30

David Swensen’s retail-friendly version of endowment diversification adds international stocks, emerging markets, REITs, Treasuries, and TIPS to a U.S. equity core. It is one of the strongest academically respectable “more than three funds, less than tactical” portfolios.

Inception Date: 1994-12-30

A compact, barbell style portfolio aiming to capture the size/value premium by allocating only to higher expected-return assets and intermediate bonds.