Bill Bernstein Sheltered Sam 20/80 Portfolio: Rolling Returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024

Holding the Bill Bernstein Sheltered Sam 20/80 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 36 months (from May 2021 to April 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 20/80 Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

BILL BERNSTEIN SHELTERED SAM 20/80 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 2.63% (updated at Apr 30, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

BILL BERNSTEIN SHELTERED SAM 20/80 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.12% +28.71%
Apr 1985 - Mar 1986 		-10.83%
Mar 2008 - Feb 2009 		8.68%
40 out of 461
US Inflation Adjusted +3.41% +26.00%
Apr 1985 - Mar 1986 		-16.25%
Oct 2021 - Sep 2022 		18.44%
85 out of 461
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.33% +20.29%
Mar 1985 - Feb 1987 		-3.87%
Nov 2021 - Oct 2023 		4.68%
21 out of 449
US Inflation Adjusted +3.36% +17.29%
Mar 1985 - Feb 1987 		-8.86%
Nov 2021 - Oct 2023 		8.46%
38 out of 449
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.65% +14.65%
Oct 1990 - Sep 1993 		-0.10%
May 2021 - Apr 2024 		0.23%
1 out of 437
US Inflation Adjusted +3.59% +11.25%
Oct 1990 - Sep 1993 		-5.20%
May 2021 - Apr 2024 		6.64%
29 out of 437
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.64% +12.58%
Aug 1985 - Jul 1989 		+1.23%
Nov 2019 - Oct 2023 		0.00%
0 out of 425
US Inflation Adjusted +3.62% +8.57%
Aug 1985 - Jul 1989 		-3.20%
Nov 2019 - Oct 2023 		5.88%
25 out of 425
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.60% +12.97%
Jan 1985 - Dec 1989 		+1.84%
Oct 2017 - Sep 2022 		0.00%
0 out of 413
US Inflation Adjusted +3.96% +8.98%
Jan 1985 - Dec 1989 		-1.85%
Oct 2017 - Sep 2022 		6.05%
25 out of 413
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.65% +11.93%
Mar 1985 - Feb 1991 		+2.01%
Nov 2017 - Oct 2023 		0.00%
0 out of 401
US Inflation Adjusted +3.97% +7.59%
Mar 1985 - Feb 1991 		-1.67%
Nov 2017 - Oct 2023 		5.74%
23 out of 401
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.59% +12.48%
Jan 1985 - Dec 1991 		+2.32%
Nov 2016 - Oct 2023 		0.00%
0 out of 389
US Inflation Adjusted +3.71% +8.22%
Jan 1985 - Dec 1991 		-1.16%
Oct 2016 - Sep 2023 		5.66%
22 out of 389
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.41% +12.21%
Mar 1985 - Feb 1993 		+2.17%
Oct 2014 - Sep 2022 		0.00%
0 out of 377
US Inflation Adjusted +3.55% +8.12%
Mar 1985 - Feb 1993 		-0.80%
Nov 2015 - Oct 2023 		5.84%
22 out of 377
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.94% +12.05%
Jan 1985 - Dec 1993 		+2.17%
Nov 2014 - Oct 2023 		0.00%
0 out of 365
US Inflation Adjusted +3.39% +8.05%
Jan 1985 - Dec 1993 		-0.73%
Nov 2014 - Oct 2023 		5.21%
19 out of 365
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.06% +10.67%
Mar 1985 - Feb 1995 		+2.27%
Oct 2012 - Sep 2022 		0.00%
0 out of 353
US Inflation Adjusted +3.45% +6.86%
Mar 1985 - Feb 1995 		-0.49%
Nov 2013 - Oct 2023 		3.40%
12 out of 353
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.02% +11.20%
Jan 1985 - Dec 1995 		+2.36%
Nov 2012 - Oct 2023 		0.00%
0 out of 341
US Inflation Adjusted +3.40% +7.45%
Jan 1985 - Dec 1995 		-0.24%
Nov 2012 - Oct 2023 		1.17%
4 out of 341
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.07% +10.79%
Jan 1985 - Dec 1996 		+2.58%
Nov 2011 - Oct 2023 		0.00%
0 out of 329
US Inflation Adjusted +3.50% +7.06%
Jan 1985 - Dec 1996 		+0.01%
Nov 2011 - Oct 2023 		0.00%
0 out of 329
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.11% +10.84%
Mar 1985 - Feb 1998 		+2.73%
Nov 2010 - Oct 2023 		0.00%
0 out of 317
US Inflation Adjusted +3.55% +7.30%
Apr 1985 - Mar 1998 		+0.09%
Nov 2010 - Oct 2023 		0.00%
0 out of 317
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.19% +10.64%
Jan 1985 - Dec 1998 		+3.14%
Oct 2008 - Sep 2022 		0.00%
0 out of 305
US Inflation Adjusted +3.64% +7.19%
Jan 1985 - Dec 1998 		+0.52%
May 2010 - Apr 2024 		0.00%
0 out of 305
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.27% +10.11%
Jan 1985 - Dec 1999 		+2.98%
Oct 2007 - Sep 2022 		0.00%
0 out of 293
US Inflation Adjusted +3.71% +6.71%
Jan 1985 - Dec 1999 		+0.60%
Oct 2007 - Sep 2022 		0.00%
0 out of 293
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.38% +10.12%
Jan 1985 - Dec 2000 		+2.92%
Nov 2007 - Oct 2023 		0.00%
0 out of 281
US Inflation Adjusted +3.83% +6.71%
Jan 1985 - Dec 2000 		+0.48%
Nov 2007 - Oct 2023 		0.00%
0 out of 281
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.38% +9.83%
Jan 1985 - Dec 2001 		+3.21%
Nov 2006 - Oct 2023 		0.00%
0 out of 269
US Inflation Adjusted +3.87% +6.52%
Jan 1985 - Dec 2001 		+0.69%
Nov 2006 - Oct 2023 		0.00%
0 out of 269
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.29% +9.64%
Jan 1985 - Dec 2002 		+3.43%
Oct 2005 - Sep 2023 		0.00%
0 out of 257
US Inflation Adjusted +3.84% +6.37%
Jan 1985 - Dec 2002 		+0.96%
Oct 2005 - Sep 2023 		0.00%
0 out of 257
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.40% +9.72%
Mar 1985 - Feb 2004 		+3.49%
Nov 2004 - Oct 2023 		0.00%
0 out of 245
US Inflation Adjusted +3.88% +6.52%
Mar 1985 - Feb 2004 		+0.92%
Nov 2004 - Oct 2023 		0.00%
0 out of 245
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.30% +9.56%
Jan 1985 - Dec 2004 		+3.67%
Nov 2003 - Oct 2023 		0.00%
0 out of 233
US Inflation Adjusted +3.82% +6.34%
Jan 1985 - Dec 2004 		+1.06%
Nov 2003 - Oct 2023 		0.00%
0 out of 233
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 20/80 Portfolio: ETF allocation and returns page.