Simulate Past Performance & Volatility (Sharpe Ratio)

Build any mix of asset classes, set a historical date range, and instantly see how your portfolio would have performed — including CAGR, annualised volatility, Sharpe ratio, max drawdown, and year-by-year returns. Data covers 1970–2026 for most assets (Bitcoin from 2011, some assets from later dates). All returns are in the currency of your choice. Each asset row shows a TR (Total Return — dividends & income reinvested) or PR (Price Return only) badge so you always know what is included.

📊 Asset Allocation
Asset Data Available Weight
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⚙️ Simulation Settings
🔍 Does Gold or Bitcoin Improve a Portfolio?

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A small favour, if you don't mind 🙏 I built this simulator for your benefit — free of charge, and without even asking for an email address. If you appreciate the work I put into it, I would love you to take a moment to look at The Little Trot Series — my illustrated financial literacy story books for children. If you can find it in your heart to buy a copy as a thoughtful gift for anyone with children in their life, I would be enormously grateful. Buy in any bookshop or go to Amazon and look for Little Trot and Clive Thompson. Thank you very much.
📋 Head-to-Head Comparison
📈 Portfolio Growth
📅 Annual Returns
⚖️ Risk vs Return — Each Asset in Isolation
🗓️ Year-by-Year Returns
Click any year row to expand month-by-month detail
💼 Holdings — Dollar Value by Asset Class
Shows end-of-period value in each asset class. Click ▶ to drill into months. Rebalancing rows show exact dollar flows between assets.
📊 Benchmarks — Dollar Value by Asset Class (no rebalancing)
Same initial allocation — held without any rebalancing. Shows how each asset grows independently over time.
Income & total return: Assets labelled TR use total return — dividends, coupons, and distributions are assumed to be reinvested. This applies to: S&P 500, NASDAQ 100, MSCI World, MSCI Emerging Markets, MSCI Europe, US Bonds (Aggregate), Long-term US Treasuries, US REITs, Cash/T-Bills, UK Gilts (ETF), Euro Govt Bonds (ETF), and cash-rate series. Assets labelled PR are price return only — no income reinvested. This applies to: Swiss SMI, Gold, Silver, Oil (WTI), Bitcoin, and all six international equity indices (Nikkei 225, Hang Seng, DAX, CAC 40, FTSE 100, FTSE MIB).

Data sources & methodology: S&P 500 (total return), MSCI gross return series, LBMA gold/silver spot, Bloomberg US Aggregate & 20+yr Treasury total return, FTSE NAREIT All Equity REITs total return, WTI crude spot, Bitcoin CMC price — compiled from publicly available index data 1970–2026 (data availability varies by asset class). Some figures are approximate. Annual rebalancing = portfolio reset to target weights at the start of each calendar year. Biennial = rebalanced in years 1, 3, 5… of the simulation, then allowed to drift in between. Monthly, Quarterly, and Half-Yearly are equivalent to Annual with annual data. The Sharpe Ratio uses the average 1-month US T-bill rate for the selected period as the risk-free rate. Past performance does not guarantee future results. This tool is for educational purposes only and does not constitute financial advice.

New international indices (★ series): Nikkei 225 (from Dec 1984), Hang Seng (from Nov 1986), DAX (from Nov 1987), CAC 40 (from Feb 1990), FTSE 100 (from Jan 1985), FTSE MIB (from Dec 1997) — all price return only, sourced from Yahoo Finance. Note: FTSE 100 and other London-listed series may be missing October month-end data due to a Yahoo Finance data gap. The FT30 index (Financial Times 30, discontinued) is not available in machine-readable form. The Nikkei, Hang Seng, DAX, CAC 40 and FTSE MIB do not include dividends; for full total-return comparisons use MSCI country-level indices where available.

Cash rate indices (★ series): UK T-Bills / BoE Rate (GBP) uses the OECD 3-month interbank rate for the UK from 1957–Feb 2024, then Bank of England base rate approximations from Mar 2024 onwards (estimated). EUR Overnight Rate uses the OECD Euro Area 3M rate from 1970–2007, then the Xtrackers II EUR Overnight Rate Swap ETF (XEON.DE, tracking ESTR/EONIA) from 2008 onwards. UK Gilts (TR, ETF) and Euro Govt Bonds (TR, ETF) use iShares ETFs (IGLT.L and IBGL.L) from Jan 2008; pre-2008 data is unavailable. October month-end data for London-listed ETFs may be missing.

Reference currency: When a non-USD currency is selected, each year's USD return is converted using that year's exchange-rate movement (formula: return_local = (1 + return_USD) × rate_end / rate_prev − 1). EUR before 1999 uses the ECU synthetic series (ECU → EUR 1:1 at launch). RUB before 1998 and PLN before 1995 use new-denomination equivalents reflecting each country's redenomination. XAU/XAG/BTC as reference currencies express all returns in troy-ounce or bitcoin terms (BTC data available from 2011). FX rates are approximate year-end figures from public sources.
📊 Research Reference — Historical Portfolio Comparison

The table below shows the historical performance of three long-term portfolios and the historically optimal Sharpe-ratio allocation, measured across eight overlapping 40-to-5-year windows all ending May 2026. Initial investment: $10,000. Annual rebalancing. Fees and taxes as noted.

Historical portfolio comparison table showing CAGR, Sharpe ratio and max drawdown across multiple start dates
📈 Compound Interest Calculator — Future Value at Retirement

Enter your details to see how your savings could grow by retirement. Enter your date of birth and the calculator will set your retirement date to age 65 — you can adjust it. Contributions are compounded monthly.

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⚠️ This calculator is for educational purposes only and does not constitute financial advice. Returns are not guaranteed. Inflation is not accounted for. Past returns do not predict future performance.

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