Asset Allocation Backtest · Compare Portfolio Returns
See how $10,000 split seven ways has done, in dollars, updated daily.
Portfolio value
Value of $10,000 invested on the start date
Returns by period
In dollars · dividends reinvested · rebalancing costs included · dividends before tax
Assets
Latest close and change from the previous trading day
About Stoqlabs
Stoqlabs is a free backtest tool that compares, every day, what happens when the same money is split across different asset allocation strategies. Against a 100% US stock benchmark (S&P 500) it shows the 60/40 portfolio, the Permanent Portfolio, a simplified All Weather, equal weight (1/N), 200-day trend following and Dual Momentum, with returns, max drawdown, volatility and dividends received over 1 day to 5 years or any range you pick on the calendar.
Build up to five portfolios of your own and compare them on the same terms: US ETFs (SPY, QQQ, SCHD, TLT, GLD and more), Nasdaq, S&P 500 and semiconductor leveraged ETFs (TQQQ, UPRO, SOXL and more), US dividend stocks and large caps, the largest Korean stocks and KODEX ETFs, and Bitcoin and Ethereum. Switch the rebalancing interval (daily, weekly, monthly or never), the currency (dollars or won) and whether dividends are reinvested.
US assets use total returns with each dividend reinvested the day it is paid (or kept as cash, if you choose), and won returns use each day's USD/KRW rate. Korean assets are price returns without dividends. Prices update every day at 8:00 KST (23:00 UTC).