Bill Bernstein Sheltered Sam 50/50 vs Betterment Robo Advisor 50 Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 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 September 2024.
Reset settings
Close
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
Betterment Robo Advisor 50 Portfolio
1.00$
Initial Capital
October 1994
8.98$
Final Capital
September 2024
7.59%
Yearly Return
9.27
Std Deviation
-30.72%
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
Betterment Robo Advisor 50 Portfolio
1.00$
Initial Capital
January 1985
34.05$
Final Capital
September 2024
9.28%
Yearly Return
9.47
Std Deviation
-30.72%
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 Betterment Robo Advisor 50 Portfolio obtained a 7.59% compound annual return, with a 9.27% 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)
Swipe left to see all data
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
Robo Advisor 50
Betterment 		10.61 1.88 6.97 20.60 5.56 5.53 7.59 9.28
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).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since October 1994, now would be worth 8.98$, with a total return of 798.17% (7.59% annualized).


Loading data
Please wait
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).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since January 1985, now would be worth 34.05$, with a total return of 3305.40% (9.28% annualized).


Loading data
Please wait

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)
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 18.27 20.60
Infl. Adjusted Return (%) 15.69 17.98
DRAWDOWN
Deepest Drawdown Depth (%) -2.60 -2.71
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.69 -2.71
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 7.57 8.53
Sharpe Ratio 1.71 1.79
Sortino Ratio 2.32 2.48
Ulcer Index 0.87 0.95
Ratio: Return / Standard Deviation 2.41 2.42
Ratio: Return / Deepest Drawdown 7.02 7.61
Metrics calculated over the period 1 October 2023 - 30 September 2024
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 6.33 5.56
Infl. Adjusted Return (%) 2.10 1.36
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 32 36
RISK INDICATORS
Standard Deviation (%) 9.69 11.35
Sharpe Ratio 0.43 0.30
Sortino Ratio 0.56 0.39
Ulcer Index 5.35 7.66
Ratio: Return / Standard Deviation 0.65 0.49
Ratio: Return / Deepest Drawdown 0.42 0.27
Metrics calculated over the period 1 October 2019 - 30 September 2024
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 5.65 5.53
Infl. Adjusted Return (%) 2.74 2.62
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 32 39
RISK INDICATORS
Standard Deviation (%) 7.94 9.18
Sharpe Ratio 0.52 0.44
Sortino Ratio 0.70 0.58
Ulcer Index 4.04 5.75
Ratio: Return / Standard Deviation 0.71 0.60
Ratio: Return / Deepest Drawdown 0.37 0.27
Metrics calculated over the period 1 October 2014 - 30 September 2024
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 7.15 7.59
Infl. Adjusted Return (%) 4.52 4.96
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -30.72
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -20.25
Start to Recovery (months) 36 31
Longest Negative Period (months) 53 51
RISK INDICATORS
Standard Deviation (%) 7.81 9.27
Sharpe Ratio 0.62 0.57
Sortino Ratio 0.81 0.74
Ulcer Index 4.64 5.69
Ratio: Return / Standard Deviation 0.91 0.82
Ratio: Return / Deepest Drawdown 0.25 0.25
Metrics calculated over the period 1 October 1994 - 30 September 2024
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 8.54 9.28
Infl. Adjusted Return (%) 5.60 6.32
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -30.72
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -20.25
Start to Recovery (months) 36 31
Longest Negative Period (months) 53 51
RISK INDICATORS
Standard Deviation (%) 7.95 9.47
Sharpe Ratio 0.68 0.65
Sortino Ratio 0.88 0.85
Ulcer Index 4.31 5.28
Ratio: Return / Standard Deviation 1.07 0.98
Ratio: Return / Deepest Drawdown 0.30 0.30
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)

Loading data
Please wait
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-28.23 36 Nov 2007
Oct 2010
-20.25 31 Jan 2022
Jul 2024
-15.17 27 Jan 2022
Mar 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.63 8 Jan 2020
Aug 2020
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.54 14 Feb 2001
Mar 2002
-7.79 12 Jun 2002
May 2003
-7.45 15 Feb 2018
Apr 2019
-7.06 15 May 2015
Jul 2016

Loading data
Please wait
Swipe left to see all data
Sheltered Sam 50/50 Robo Advisor 50
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-28.23 36 Nov 2007
Oct 2010
-20.25 31 Jan 2022
Jul 2024
-15.17 27 Jan 2022
Mar 2024
-14.26 14 Sep 1987
Oct 1988
-13.42 14 Sep 1987
Oct 1988
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.63 8 Jan 2020
Aug 2020
-11.61 7 Aug 1990
Feb 1991
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.54 14 Feb 2001
Mar 2002

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:

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
Sheltered Sam 50/50 Robo Advisor 50
Year Return Drawdown Return Drawdown
2024
 9.86% -2.60% 10.61% -2.71%
2023
 9.63% -6.01% 12.46% -7.30%
2022
 -10.08% -15.17% -14.79% -20.25%
2021
 12.55% -2.18% 7.95% -2.64%
2020
 7.04% -11.63% 9.50% -13.31%
2019
 15.24% -2.72% 17.41% -2.78%
2018
 -4.12% -6.63% -5.36% -7.45%
2017
 9.70% 0.00% 14.19% 0.00%
2016
 8.66% -1.99% 8.00% -2.25%
2015
 -1.51% -5.30% -1.55% -6.85%
2014
 5.32% -2.47% 5.47% -2.43%
2013
 11.17% -2.24% 10.19% -3.88%
2012
 9.72% -3.50% 13.19% -4.36%
2011
 2.12% -8.99% 1.17% -9.49%
2010
 10.93% -6.18% 11.61% -5.51%
2009
 16.09% -12.02% 23.06% -11.58%
2008
 -16.49% -20.24% -19.44% -24.47%
2007
 5.90% -2.35% 8.19% -2.74%
2006
 12.64% -1.91% 13.22% -2.76%
2005
 6.50% -1.80% 9.54% -2.36%
2004
 11.37% -3.69% 12.75% -3.66%
2003
 20.88% -1.95% 24.96% -1.03%
2002
 -0.98% -7.79% -2.56% -10.86%
2001
 1.33% -5.55% 1.49% -8.54%
2000
 7.28% -2.16% 1.53% -4.79%
1999
 8.35% -2.52% 17.87% -2.47%
1998
 8.46% -8.55% 8.83% -12.79%
1997
 14.60% -2.41% 10.06% -3.98%
1996
 11.34% -2.06% 13.19% -1.81%
1995
 21.19% -0.68% 20.93% -0.56%
1994
 -1.95% -5.96% -3.66% -7.31%
1993
 17.86% -1.94% 24.85% -2.42%
1992
 8.64% -1.26% 5.53% -2.73%
1991
 23.09% -2.50% 30.42% -3.25%
1990
 -1.30% -7.88% -2.59% -11.61%
1989
 19.77% -0.79% 24.37% -1.05%
1988
 13.45% -1.64% 16.22% -2.20%
1987
 3.26% -13.42% 0.64% -14.26%
1986
 19.83% -3.33% 21.70% -4.04%
1985
 26.90% -1.21% 30.70% -1.22%