Ben Stein Long Term vs US Stocks Quality Portfolio Comparison

Period: January 1976 - October 2024 (~49 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond October 2024.
Reset settings
Close
Ben Stein Long Term Portfolio
1.00$
Initial Capital
November 1994
9.21$
Final Capital
October 2024
7.68%
Yearly Return
12.44
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
November 1994
29.22$
Final Capital
October 2024
11.91%
Yearly Return
15.09
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
116.71$
Final Capital
October 2024
10.24%
Yearly Return
12.15
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1976
313.54$
Final Capital
October 2024
12.49%
Yearly Return
15.01
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.68% compound annual return, with a 12.44% standard deviation, in the last 30 Years.

The US Stocks Quality Portfolio obtained a 11.91% compound annual return, with a 15.09% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 October 2024 (~49 years)
Swipe left to see all data
Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein
10.68 -2.04 9.54 25.23 7.94 7.04 7.68 10.24
US Stocks Quality 20.78 -1.61 12.97 37.39 14.93 12.97 11.91 12.49
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since November 1994, now would be worth 9.21$, with a total return of 821.39% (7.68% annualized).

US Stocks Quality Portfolio: an investment of 1$, since November 1994, now would be worth 29.22$, with a total return of 2822.05% (11.91% annualized).


Loading data
Please wait
Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 116.71$, with a total return of 11571.44% (10.24% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 313.54$, with a total return of 31254.06% (12.49% annualized).


Loading data
Please wait

Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1976 - 31 October 2024 (~49 years)
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.23 37.39
Infl. Adjusted Return (%) 22.08 33.93
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -4.50
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -4.50
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.10 11.85
Sharpe Ratio 1.97 2.71
Sortino Ratio 2.70 3.62
Ulcer Index 1.13 1.32
Ratio: Return / Standard Deviation 2.50 3.16
Ratio: Return / Deepest Drawdown 7.56 8.31
Metrics calculated over the period 1 November 2023 - 31 October 2024
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 14.93
Infl. Adjusted Return (%) 3.62 10.33
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 14.27 18.68
Sharpe Ratio 0.40 0.68
Sortino Ratio 0.53 0.90
Ulcer Index 7.63 9.53
Ratio: Return / Standard Deviation 0.56 0.80
Ratio: Return / Deepest Drawdown 0.39 0.54
Metrics calculated over the period 1 November 2019 - 31 October 2024
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.04 12.97
Infl. Adjusted Return (%) 4.04 9.81
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 11.97 15.58
Sharpe Ratio 0.46 0.73
Sortino Ratio 0.61 0.99
Ulcer Index 5.92 7.17
Ratio: Return / Standard Deviation 0.59 0.83
Ratio: Return / Deepest Drawdown 0.34 0.47
Metrics calculated over the period 1 November 2014 - 31 October 2024
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.68 11.91
Infl. Adjusted Return (%) 5.03 9.15
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -46.25
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -43.01
Start to Recovery (months) 42 77
Longest Negative Period (months) 110 130
RISK INDICATORS
Standard Deviation (%) 12.44 15.09
Sharpe Ratio 0.43 0.64
Sortino Ratio 0.56 0.84
Ulcer Index 9.47 13.77
Ratio: Return / Standard Deviation 0.62 0.79
Ratio: Return / Deepest Drawdown 0.17 0.26
Metrics calculated over the period 1 November 1994 - 31 October 2024
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.24 12.49
Infl. Adjusted Return (%) 6.39 8.56
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -46.25
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -43.01
Start to Recovery (months) 42 77
Longest Negative Period (months) 110 130
RISK INDICATORS
Standard Deviation (%) 12.15 15.01
Sharpe Ratio 0.49 0.55
Sortino Ratio 0.65 0.74
Ulcer Index 7.87 11.69
Ratio: Return / Standard Deviation 0.84 0.83
Ratio: Return / Deepest Drawdown 0.22 0.27
Metrics calculated over the period 1 January 1976 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1976 - 31 October 2024 (~49 years)

Loading data
Please wait
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-46.25 40 Nov 2007
Feb 2011
-45.92 42 Nov 2007
Apr 2011
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.34 7 Jan 2020
Jul 2020
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 1998
Oct 1998
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016

Loading data
Please wait
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-46.25 40 Nov 2007
Feb 2011
-45.92 42 Nov 2007
Apr 2011
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.34 7 Jan 2020
Jul 2020
-19.33 11 Jan 2020
Nov 2020
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 October 2024 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
Long Term Portfolio US Stocks Quality
Year Return Drawdown Return Drawdown
2024
10.68% -3.34% 20.78% -4.50%
2023
16.02% -8.92% 30.88% -6.88%
2022
-14.26% -20.52% -20.49% -27.78%
2021
16.72% -3.20% 26.93% -6.45%
2020
9.40% -19.33% 17.03% -19.34%
2019
21.13% -4.75% 33.89% -6.58%
2018
-7.39% -10.70% -5.68% -14.61%
2017
16.88% 0.00% 22.27% -0.04%
2016
9.22% -4.80% 9.21% -4.62%
2015
-2.18% -8.57% 5.46% -6.64%
2014
5.91% -3.45% 11.62% -4.19%
2013
18.10% -2.66% 34.11% -2.85%
2012
14.19% -7.09% 12.59% -7.19%
2011
-3.35% -16.94% 7.32% -13.90%
2010
13.80% -10.43% 14.04% -12.90%
2009
26.25% -17.28% 24.74% -18.35%
2008
-30.51% -33.62% -31.36% -32.42%
2007
5.66% -5.92% 9.91% -4.10%
2006
19.42% -3.62% 12.62% -3.30%
2005
10.21% -3.30% 5.28% -3.71%
2004
15.66% -4.29% 8.51% -3.83%
2003
30.79% -3.98% 23.58% -4.72%
2002
-10.67% -17.62% -21.34% -27.87%
2001
-4.80% -15.85% -10.47% -22.22%
2000
-2.79% -8.99% -6.78% -12.22%
1999
21.76% -2.43% 26.24% -4.34%
1998
7.54% -15.80% 45.30% -12.07%
1997
13.81% -4.54% 32.95% -5.23%
1996
15.37% -3.55% 30.34% -3.76%
1995
16.95% -1.90% 39.91% -0.17%
1994
-0.18% -6.15% 5.81% -6.09%
1993
23.87% -3.66% -1.84% -3.85%
1992
3.67% -3.34% 2.36% -3.83%
1991
31.77% -4.13% 42.31% -3.57%
1990
-8.84% -15.40% 3.83% -11.84%
1989
25.31% -2.86% 36.63% -2.05%
1988
19.53% -2.49% 15.66% -3.85%
1987
2.59% -20.11% 4.18% -29.94%
1986
22.75% -4.06% 24.86% -7.56%
1985
30.54% -2.54% 33.09% -3.58%
1984
8.43% -3.82% 8.49% -5.91%
1983
22.02% -2.01% 16.46% -3.65%
1982
10.55% -11.34% 19.76% -10.30%
1981
1.38% -8.32% -6.60% -13.09%
1980
22.39% -9.78% 36.68% -9.37%
1979
19.59% -7.08% 14.27% -7.04%
1978
14.86% -7.96% 6.16% -9.35%
1977
8.12% -1.77% -11.04% -14.07%
1976
20.36% -2.40% 16.99% -3.07%