The following plot compares my portfolio with known tickers
Using the returns, it is also possible to investigate for market correlation
Benchmark Tests and correlation is against the following tickers
- SPY: SPDR S&P500 ETF Trust (S&P 500 Index)
- TLT: iShares 20+ years Treasury Bond ETF (Bonds)
- QQQ: Invesco QQQ Trust (Nasdaq 100)
- BTC: BTC-USD (Bitcoin Crypto Currency)
I consider the SPX500 for a good benchmark test on this particular strategy. Because the portfolio contains many large US-stocks but also because SPY is often as a more simple and passive investment strategy. It is good to know, how my current portfolio is competing against this.
See my notes on portfolio construction and strategy here.