SPY vs 60/40 Portfolio Backtest

Name: SPY vs 60/40 Portfolio Backtest
Creator: ArthaPilot

Side-by-side historical backtest of 100% SPY against the classic 60/40 stock-bond portfolio over the same period.

Backtest window: 2007-04-10 to 2026-06-05 (shared period across both portfolios). Results as of 2026-06-05.

Assumptions

100% SPY: 100% SPY, rebalanced annually.
60/40 (VTI/BND): 40% BND, 60% VTI, rebalanced annually.
Total-return prices (dividends reinvested), annual rebalancing, no taxes, fees, or cash flows.

Results

Portfolio	CAGR	Max drawdown	Volatility	Sharpe	Sortino	Calmar
100% SPY	10.9%	-55.2%	19.7%	0.55	0.78	0.20
60/40 (VTI/BND)	8.1%	-32.7%	11.7%	0.61	0.85	0.25

Growth of $10,000

■ 100% SPY ■ 60/40 (VTI/BND)

Run it yourself

Open this exact allocation in the live Portfolio Backtest tool to change the date range, add cash flows, compare against other portfolios, or switch on tax-aware mode. Free to run, no sign-up required.

Open 100% SPY in the backtester Open 60/40 (VTI/BND) in the backtester

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Historical simulation computed by the ArthaPilot backtest engine with total-return (dividends reinvested) prices and annual rebalancing, before taxes and fees. Past performance does not predict future results. This page is educational and is not investment, tax, or legal advice.