Compare Portfolio

The following plot compares my portfolio with known tickers

Using the returns, it is also possible to investigate for market correlation

Chosen Tickers

Benchmark Tests and correlation is against the following tickers

  1. SPY: SPDR S&P500 ETF Trust (S&P 500 Index)
  2. TLT: iShares 20+ years Treasury Bond ETF (Bonds)
  3. QQQ: Invesco QQQ Trust (Nasdaq 100)
  4. 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.