Can you beat the S&P500 index in the long run?

Discussion in 'Trading' started by Trade Prophet, Apr 1, 2021.

  1. %%

    ALMOST always. QQQ beats[ +goes down more on downside] but i favor qqq over SPY mostly........................................................................................................ QQQ has done better than SPY this week also.
     
    #21     Apr 1, 2021
    ET180 likes this.
  2. I did some quick analysis to see how a buy and hold portfolio would have performed assuming cash was added on a regular basis.

    I assumed that $10K was added to the Nasdaq 100 (NDX) on the worst possible day in the last 21 years (which was March 28, 2000). On this day the NDX peaked and proceeded to fall over 80% until it bottomed on October 7, 2002).

    I also assumed that the investor added $1K at the first of every month without fail and never sold anything.

    As of yesterday (March 31, 2021) the investment would be worth $1.48M. The total money added over the entire period is $252K. The growth over the period (21 years) is 122.7x assuming the $252K is removed from the equation. This works out to a CAGR of 25.7%.

    The analysis for the SPX is similar:
    Buy $10K at the peak on March 27, 2000
    Add $1K each month
    Value as of Mar 31, 2021: $717K
    Funds added: $252K
    Growth = 46.5x
    CAGR = 20.0%

    So the performance is very good but very few people would be able to stick to this investment plan through those brutal drawdowns.

    This does demonstrate how buy and hold with dollar cost averaging can work very well over an extended investment horizon.
     
    #22     Apr 1, 2021
  3. Overnight

    Overnight

    Out of curiosity, plug in your formula with a start date of March 23rd, 2016 to current, and then March 23rd, 2020 to current. What would those results look like?
     
    #23     Apr 1, 2021
  4. treeman

    treeman

    Sure, it may do that for a week or two from here on out. It also beat out the iwm in the month of March.

    If you’re dogmatic about the q’s, I don’t think this will be your year. You may get to know what it feels like to be a gold bug, always waiting.
     
    #24     Apr 1, 2021
  5. Very well done, thanks for the analysis
     
    #25     Apr 1, 2021
  6. ph1l

    ph1l

    I think your CAGR calculation is a little misleading.
    Code:
    $ cagr 1 122.7 20000327 20210331
    25.72 CAGRpct
    
    $ cagr 1 46.5 20000327 20210331
    20.05 CAGRpct
    
    So you would get those CAGRs if you only invested one dollar, and someone else lent you the rest at 0% interest.
     
    #26     Apr 1, 2021
  7. I took a look at those periods:

    1) 3/23/2016-3/31/2021:
    NDX: Growth = 3.07x, CAGR = 25.0%
    SPX: Growth = 2.03x, CAGR = 15.1%

    2) 3/23/2020-3/31/2021:
    NDX: Growth = 1.87x, CAGR = 84.2%
    SPX: Growth = 1.73x, CAGR = 70.3%
     
    #27     Apr 1, 2021
  8. smallfil

    smallfil

    Hindsight is always wonderful isn't it? However, when your account takes a 50% or more drawdown, a lot of traders or even investors probably, will bail out.
     
    #28     Apr 1, 2021
  9. with short term trading, one would also gain
    an ulcer :)
    for overthinking that he could be cute and smart to get in at lower price
     
    #29     Apr 1, 2021

  10. looking back, had I just dollar-cost averaged the SPX index all these time, I'd have had $1 M in my 401K plan by now. there wasn't any support group for me then!
     
    #30     Apr 1, 2021