Bill Bernstein Sheltered Sam 50/50 vs Tyler Golden Butterfly Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
October 1994
7.93$
Final Capital
September 2024
7.15%
Yearly Return
7.81
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
October 1994
10.09$
Final Capital
September 2024
8.01%
Yearly Return
7.79
Std Deviation
-17.79%
Max Drawdown
30 months
Recovery Period
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
January 1985
25.99$
Final Capital
September 2024
8.54%
Yearly Return
7.95
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
January 1985
28.13$
Final Capital
September 2024
8.76%
Yearly Return
7.65
Std Deviation
-17.79%
Max Drawdown
30 months
Recovery Period

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.15% compound annual return, with a 7.81% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 8.01% compound annual return, with a 7.79% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Sheltered Sam 50/50
Bill Bernstein 		9.86 1.53 6.81 18.27 6.33 5.65 7.15 8.54
Golden Butterfly
Tyler 		11.90 2.25 8.81 24.13 6.88 6.62 8.01 8.76
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since October 1994, now would be worth 7.93$, with a total return of 692.99% (7.15% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since October 1994, now would be worth 10.09$, with a total return of 909.25% (8.01% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 25.99$, with a total return of 2498.76% (8.54% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1985, now would be worth 28.13$, with a total return of 2712.94% (8.76% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Sheltered Sam 50/50 Golden Butterfly
Author Bill Bernstein Tyler
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 40%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 18.27 24.13
Infl. Adjusted Return (%) 15.49 21.22
DRAWDOWN
Deepest Drawdown Depth (%) -2.60 -2.86
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.69 -1.54
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 7.57 9.59
Sharpe Ratio 1.71 1.96
Sortino Ratio 2.32 2.76
Ulcer Index 0.87 0.98
Ratio: Return / Standard Deviation 2.41 2.52
Ratio: Return / Deepest Drawdown 7.02 8.43
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Sheltered Sam 50/50 Golden Butterfly
Author Bill Bernstein Tyler
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 40%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 6.33 6.88
Infl. Adjusted Return (%) 2.07 2.59
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -17.79
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -15.17 -17.79
Start to Recovery (months) 27 30
Longest Negative Period (months) 32 39
RISK INDICATORS
Standard Deviation (%) 9.69 10.36
Sharpe Ratio 0.43 0.45
Sortino Ratio 0.56 0.62
Ulcer Index 5.35 6.47
Ratio: Return / Standard Deviation 0.65 0.66
Ratio: Return / Deepest Drawdown 0.42 0.39
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Sheltered Sam 50/50 Golden Butterfly
Author Bill Bernstein Tyler
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 40%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 5.65 6.62
Infl. Adjusted Return (%) 2.72 3.66
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -17.79
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -15.17 -17.79
Start to Recovery (months) 27 30
Longest Negative Period (months) 32 39
RISK INDICATORS
Standard Deviation (%) 7.94 8.46
Sharpe Ratio 0.52 0.61
Sortino Ratio 0.70 0.85
Ulcer Index 4.04 4.89
Ratio: Return / Standard Deviation 0.71 0.78
Ratio: Return / Deepest Drawdown 0.37 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Sheltered Sam 50/50 Golden Butterfly
Author Bill Bernstein Tyler
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 40%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 7.15 8.01
Infl. Adjusted Return (%) 4.52 5.36
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -17.79
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -17.79
Start to Recovery (months) 36 30
Longest Negative Period (months) 53 39
RISK INDICATORS
Standard Deviation (%) 7.81 7.79
Sharpe Ratio 0.62 0.73
Sortino Ratio 0.81 0.98
Ulcer Index 4.64 3.58
Ratio: Return / Standard Deviation 0.91 1.03
Ratio: Return / Deepest Drawdown 0.25 0.45
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Sheltered Sam 50/50 Golden Butterfly
Author Bill Bernstein Tyler
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 40%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 8.54 8.76
Infl. Adjusted Return (%) 5.60 5.81
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -17.79
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -17.79
Start to Recovery (months) 36 30
Longest Negative Period (months) 53 39
RISK INDICATORS
Standard Deviation (%) 7.95 7.65
Sharpe Ratio 0.68 0.73
Sortino Ratio 0.88 0.98
Ulcer Index 4.31 3.38
Ratio: Return / Standard Deviation 1.07 1.14
Ratio: Return / Deepest Drawdown 0.30 0.49
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Sheltered Sam 50/50 Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-17.79 30 Jan 2022
Jun 2024
-15.17 27 Jan 2022
Mar 2024
-14.81 19 Mar 2008
Sep 2009
-11.63 8 Jan 2020
Aug 2020
-9.44 8 May 1998
Dec 1998
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-7.79 12 Jun 2002
May 2003
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.63 8 Sep 2018
Apr 2019
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-5.55 14 Feb 2001
Mar 2002

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Sheltered Sam 50/50 Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-17.79 30 Jan 2022
Jun 2024
-15.17 27 Jan 2022
Mar 2024
-14.81 19 Mar 2008
Sep 2009
-13.42 14 Sep 1987
Oct 1988
-11.63 8 Jan 2020
Aug 2020
-10.93 17 Sep 1987
Jan 1989
-9.44 8 May 1998
Dec 1998
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-7.94 14 Jan 1990
Feb 1991
-7.88 6 Aug 1990
Jan 1991
-7.79 12 Jun 2002
May 2003
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003

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 1985 - 30 September 2024 (~40 years)


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

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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.
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Sheltered Sam 50/50 Golden Butterfly
Year Return Drawdown Return Drawdown
2024
 9.86% -2.60% 11.90% -2.86%
2023
 9.63% -6.01% 11.98% -8.08%
2022
 -10.08% -15.17% -13.35% -17.79%
2021
 12.55% -2.18% 9.35% -2.45%
2020
 7.04% -11.63% 13.93% -7.16%
2019
 15.24% -2.72% 18.03% -1.83%
2018
 -4.12% -6.63% -4.03% -6.37%
2017
 9.70% 0.00% 10.96% -0.32%
2016
 8.66% -1.99% 10.82% -3.36%
2015
 -1.51% -5.30% -3.71% -6.25%
2014
 5.32% -2.47% 9.13% -3.27%
2013
 11.17% -2.24% 6.26% -3.84%
2012
 9.72% -3.50% 8.84% -2.43%
2011
 2.12% -8.99% 8.86% -3.00%
2010
 10.93% -6.18% 16.54% -2.77%
2009
 16.09% -12.02% 10.77% -10.16%
2008
 -16.49% -20.24% -4.18% -13.53%
2007
 5.90% -2.35% 9.58% -2.06%
2006
 12.64% -1.91% 12.44% -2.71%
2005
 6.50% -1.80% 8.04% -1.76%
2004
 11.37% -3.69% 9.88% -4.36%
2003
 20.88% -1.95% 18.85% -2.72%
2002
 -0.98% -7.79% 3.15% -6.86%
2001
 1.33% -5.55% 2.71% -4.99%
2000
 7.28% -2.16% 6.88% -3.64%
1999
 8.35% -2.52% 4.24% -3.38%
1998
 8.46% -8.55% 8.03% -9.44%
1997
 14.60% -2.41% 13.09% -2.50%
1996
 11.34% -2.06% 8.18% -2.60%
1995
 21.19% -0.68% 21.86% -0.40%
1994
 -1.95% -5.96% -1.98% -4.64%
1993
 17.86% -1.94% 14.50% -1.37%
1992
 8.64% -1.26% 9.15% -1.58%
1991
 23.09% -2.50% 19.14% -1.63%
1990
 -1.30% -7.88% -2.51% -7.94%
1989
 19.77% -0.79% 14.78% -0.89%
1988
 13.45% -1.64% 9.18% -1.64%
1987
 3.26% -13.42% 5.10% -10.93%
1986
 19.83% -3.33% 17.75% -2.42%
1985
 26.90% -1.21% 25.09% -1.93%