Bill Bernstein Sheltered Sam 50/50 vs Scott Burns Couch Potato Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
September 1994
7.66$
Final Capital
August 2024
7.02%
Yearly Return
7.82
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
September 1994
11.07$
Final Capital
August 2024
8.34%
Yearly Return
8.72
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
January 1985
25.60$
Final Capital
August 2024
8.52%
Yearly Return
7.96
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
35.39$
Final Capital
August 2024
9.41%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.02% compound annual return, with a 7.82% standard deviation, in the last 30 Years.

The Scott Burns Couch Potato Portfolio obtained a 8.34% compound annual return, with a 8.72% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Sheltered Sam 50/50
Bill Bernstein 		8.20 1.47 7.46 13.32 6.29 5.23 7.02 8.52
Couch Potato
Scott Burns 		10.74 1.51 7.64 16.07 8.48 7.17 8.34 9.41
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since September 1994, now would be worth 7.66$, with a total return of 665.86% (7.02% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since September 1994, now would be worth 11.07$, with a total return of 1007.30% (8.34% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 25.60$, with a total return of 2459.57% (8.52% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 35.39$, with a total return of 3438.56% (9.41% annualized).


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Metrics as of Aug 31, 2024

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

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Sheltered Sam 50/50 Couch Potato
Author Bill Bernstein Scott Burns
ASSET ALLOCATION
Stocks 48.5% 50%
Fixed Income 50% 50%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 13.32 16.07
Infl. Adjusted Return (%) 10.67 13.35
DRAWDOWN
Deepest Drawdown Depth (%) -4.36 -5.16
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.36 -5.16
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.54 9.47
Sharpe Ratio 0.94 1.13
Sortino Ratio 1.28 1.50
Ulcer Index 1.60 1.92
Ratio: Return / Standard Deviation 1.56 1.70
Ratio: Return / Deepest Drawdown 3.06 3.12
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Sheltered Sam 50/50 Couch Potato
Author Bill Bernstein Scott Burns
ASSET ALLOCATION
Stocks 48.5% 50%
Fixed Income 50% 50%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 6.29 8.48
Infl. Adjusted Return (%) 2.07 4.17
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -19.77
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.17 -19.77
Start to Recovery (months) 27 27
Longest Negative Period (months) 32 32
RISK INDICATORS
Standard Deviation (%) 9.68 11.45
Sharpe Ratio 0.43 0.55
Sortino Ratio 0.56 0.73
Ulcer Index 5.35 7.44
Ratio: Return / Standard Deviation 0.65 0.74
Ratio: Return / Deepest Drawdown 0.41 0.43
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Sheltered Sam 50/50 Couch Potato
Author Bill Bernstein Scott Burns
ASSET ALLOCATION
Stocks 48.5% 50%
Fixed Income 50% 50%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 5.23 7.17
Infl. Adjusted Return (%) 2.34 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -19.77
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.17 -19.77
Start to Recovery (months) 27 27
Longest Negative Period (months) 32 32
RISK INDICATORS
Standard Deviation (%) 7.99 9.32
Sharpe Ratio 0.47 0.61
Sortino Ratio 0.63 0.81
Ulcer Index 4.05 5.48
Ratio: Return / Standard Deviation 0.65 0.77
Ratio: Return / Deepest Drawdown 0.34 0.36
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Sheltered Sam 50/50 Couch Potato
Author Bill Bernstein Scott Burns
ASSET ALLOCATION
Stocks 48.5% 50%
Fixed Income 50% 50%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 7.02 8.34
Infl. Adjusted Return (%) 4.40 5.69
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -27.04
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -10.30
Start to Recovery (months) 36 33
Longest Negative Period (months) 53 62
RISK INDICATORS
Standard Deviation (%) 7.82 8.72
Sharpe Ratio 0.60 0.69
Sortino Ratio 0.79 0.91
Ulcer Index 4.65 5.17
Ratio: Return / Standard Deviation 0.90 0.96
Ratio: Return / Deepest Drawdown 0.25 0.31
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Sheltered Sam 50/50 Couch Potato
Author Bill Bernstein Scott Burns
ASSET ALLOCATION
Stocks 48.5% 50%
Fixed Income 50% 50%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 8.52 9.41
Infl. Adjusted Return (%) 5.58 6.44
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -27.04
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -10.30
Start to Recovery (months) 36 33
Longest Negative Period (months) 53 62
RISK INDICATORS
Standard Deviation (%) 7.96 9.06
Sharpe Ratio 0.68 0.69
Sortino Ratio 0.88 0.92
Ulcer Index 4.31 4.88
Ratio: Return / Standard Deviation 1.07 1.04
Ratio: Return / Deepest Drawdown 0.30 0.35
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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Sheltered Sam 50/50 Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-15.17 27 Jan 2022
Mar 2024
-11.63 8 Jan 2020
Aug 2020
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.79 12 Jun 2002
May 2003
-6.63 8 Sep 2018
Apr 2019
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010

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Sheltered Sam 50/50 Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-15.17 27 Jan 2022
Mar 2024
-13.42 14 Sep 1987
Oct 1988
-11.63 8 Jan 2020
Aug 2020
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.99 10 May 2011
Feb 2012
-8.78 14 Feb 1994
Mar 1995
-8.55 8 May 1998
Dec 1998
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.88 6 Aug 1990
Jan 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 1985 - 31 August 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 Couch Potato
Year Return Drawdown Return Drawdown
2024
 8.20% -2.60% 10.74% -3.08%
2023
 9.63% -6.01% 14.66% -6.50%
2022
 -10.08% -15.17% -16.31% -19.77%
2021
 12.55% -2.18% 15.67% -2.76%
2020
 7.04% -11.63% 15.93% -10.72%
2019
 15.24% -2.72% 19.51% -2.63%
2018
 -4.12% -6.63% -3.32% -8.06%
2017
 9.70% 0.00% 12.07% 0.00%
2016
 8.66% -1.99% 8.75% -2.08%
2015
 -1.51% -5.30% -0.70% -5.47%
2014
 5.32% -2.47% 8.07% -2.34%
2013
 11.17% -2.24% 12.48% -3.18%
2012
 9.72% -3.50% 11.42% -2.32%
2011
 2.12% -8.99% 7.12% -6.25%
2010
 10.93% -6.18% 11.78% -6.09%
2009
 16.09% -12.02% 18.92% -9.98%
2008
 -16.49% -20.24% -18.47% -22.29%
2007
 5.90% -2.35% 8.64% -1.70%
2006
 12.64% -1.91% 7.99% -1.54%
2005
 6.50% -1.80% 4.40% -1.83%
2004
 11.37% -3.69% 10.53% -3.54%
2003
 20.88% -1.95% 19.38% -1.09%
2002
 -0.98% -7.79% -1.93% -6.44%
2001
 1.33% -5.55% -1.68% -8.57%
2000
 7.28% -2.16% 3.54% -5.60%
1999
 8.35% -2.52% 9.67% -3.30%
1998
 8.46% -8.55% 16.26% -8.06%
1997
 14.60% -2.41% 21.85% -3.41%
1996
 11.34% -2.06% 11.14% -2.76%
1995
 21.19% -0.68% 29.40% 0.00%
1994
 -1.95% -5.96% -3.21% -8.78%
1993
 17.86% -1.94% 13.19% -1.53%
1992
 8.64% -1.26% 8.92% -2.25%
1991
 23.09% -2.50% 25.50% -2.55%
1990
 -1.30% -7.88% 1.06% -7.58%
1989
 19.77% -0.79% 21.95% -1.62%
1988
 13.45% -1.64% 11.91% -2.50%
1987
 3.26% -13.42% 1.19% -16.03%
1986
 19.83% -3.33% 16.48% -5.55%
1985
 26.90% -1.21% 28.66% -1.87%