Bill Bernstein Sheltered Sam 50/50 vs Betterment Robo Advisor 50 Value Tilt Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
December 1994
8.17$
Final Capital
November 2024
7.25%
Yearly Return
7.81
Std Deviation
-28.23%
Max Drawdown
36months
Recovery Period
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Initial Capital
December 1994
9.13$
Final Capital
November 2024
7.65%
Yearly Return
9.27
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
January 1985
26.27$
Final Capital
November 2024
8.53%
Yearly Return
7.95
Std Deviation
-28.23%
Max Drawdown
36months
Recovery Period
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Initial Capital
January 1985
34.12$
Final Capital
November 2024
9.25%
Yearly Return
9.47
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.25% compound annual return, with a 7.81% standard deviation, in the last 30 Years.

The Betterment Robo Advisor 50 Value Tilt Portfolio obtained a 7.65% compound annual return, with a 9.27% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 50/50
Bill Bernstein 		11.05 2.75 7.96 15.76 6.04 5.49 7.25 8.53
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 50 Value Tilt
Betterment 		10.82 2.39 7.21 15.86 5.10 5.31 7.65 9.25
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since December 1994, now would be worth 8.17$, with a total return of 717.09% (7.25% annualized).

Betterment Robo Advisor 50 Value Tilt Portfolio: an investment of 1$, since December 1994, now would be worth 9.13$, with a total return of 812.88% (7.65% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 26.27$, with a total return of 2526.87% (8.53% annualized).

Betterment Robo Advisor 50 Value Tilt Portfolio: an investment of 1$, since January 1985, now would be worth 34.12$, with a total return of 3311.89% (9.25% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 15.76 15.86
Infl. Adjusted Return (%) 12.69 12.78
DRAWDOWN
Deepest Drawdown Depth (%) -2.60 -2.71
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.56 -2.71
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 6.72 7.06
Sharpe Ratio 1.57 1.51
Sortino Ratio 2.03 1.90
Ulcer Index 0.86 0.98
Ratio: Return / Standard Deviation 2.35 2.25
Ratio: Return / Deepest Drawdown 6.06 5.86
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 6.04 5.10
Infl. Adjusted Return (%) 1.79 0.89
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 32 36
RISK INDICATORS
Standard Deviation (%) 9.78 11.43
Sharpe Ratio 0.38 0.25
Sortino Ratio 0.51 0.33
Ulcer Index 5.35 7.66
Ratio: Return / Standard Deviation 0.62 0.45
Ratio: Return / Deepest Drawdown 0.40 0.25
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 5.49 5.31
Infl. Adjusted Return (%) 2.48 2.31
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -15.17 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 32 39
RISK INDICATORS
Standard Deviation (%) 7.99 9.23
Sharpe Ratio 0.49 0.41
Sortino Ratio 0.65 0.54
Ulcer Index 4.04 5.75
Ratio: Return / Standard Deviation 0.69 0.58
Ratio: Return / Deepest Drawdown 0.36 0.26
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 7.25 7.65
Infl. Adjusted Return (%) 4.61 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -30.72
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -20.25
Start to Recovery (months) 36 31
Longest Negative Period (months) 53 51
RISK INDICATORS
Standard Deviation (%) 7.81 9.27
Sharpe Ratio 0.63 0.58
Sortino Ratio 0.82 0.75
Ulcer Index 4.64 5.68
Ratio: Return / Standard Deviation 0.93 0.83
Ratio: Return / Deepest Drawdown 0.26 0.25
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Author Bill Bernstein Betterment
ASSET ALLOCATION
Stocks 48.5% 49.9%
Fixed Income 50% 50.1%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 8.53 9.25
Infl. Adjusted Return (%) 5.59 6.28
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -30.72
Start to Recovery (months) 36 30
Longest Drawdown Depth (%) -28.23 -20.25
Start to Recovery (months) 36 31
Longest Negative Period (months) 53 51
RISK INDICATORS
Standard Deviation (%) 7.95 9.47
Sharpe Ratio 0.68 0.64
Sortino Ratio 0.88 0.85
Ulcer Index 4.30 5.27
Ratio: Return / Standard Deviation 1.07 0.98
Ratio: Return / Deepest Drawdown 0.30 0.30
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-28.23 36 Nov 2007
Oct 2010
-20.25 31 Jan 2022
Jul 2024
-15.17 27 Jan 2022
Mar 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.63 8 Jan 2020
Aug 2020
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.54 14 Feb 2001
Mar 2002
-7.79 12 Jun 2002
May 2003
-7.45 15 Feb 2018
Apr 2019
-7.06 15 May 2015
Jul 2016

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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-28.23 36 Nov 2007
Oct 2010
-20.25 31 Jan 2022
Jul 2024
-15.17 27 Jan 2022
Mar 2024
-14.26 14 Sep 1987
Oct 1988
-13.42 14 Sep 1987
Oct 1988
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.63 8 Jan 2020
Aug 2020
-11.61 7 Aug 1990
Feb 1991
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.54 14 Feb 2001
Mar 2002

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Sheltered Sam 50/50 Robo Advisor 50 Value Tilt
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 11.05 -2.60 10.82 -2.71
2023
 9.63 -6.01 12.46 -7.30
2022
 -10.08 -15.17 -14.79 -20.25
2021
 12.55 -2.18 7.95 -2.64
2020
 7.04 -11.63 9.50 -13.31
2019
 15.24 -2.72 17.41 -2.78
2018
 -4.12 -6.63 -5.36 -7.45
2017
 9.70 0.00 14.19 0.00
2016
 8.66 -1.99 8.00 -2.25
2015
 -1.51 -5.30 -1.55 -6.85
2014
 5.32 -2.47 5.47 -2.43
2013
 11.17 -2.24 10.19 -3.88
2012
 9.72 -3.50 13.19 -4.36
2011
 2.12 -8.99 1.17 -9.49
2010
 10.93 -6.18 11.61 -5.51
2009
 16.09 -12.02 23.06 -11.58
2008
 -16.49 -20.24 -19.44 -24.47
2007
 5.90 -2.35 8.19 -2.74
2006
 12.64 -1.91 13.22 -2.76
2005
 6.50 -1.80 9.54 -2.36
2004
 11.37 -3.69 12.75 -3.66
2003
 20.88 -1.95 24.96 -1.03
2002
 -0.98 -7.79 -2.56 -10.86
2001
 1.33 -5.55 1.49 -8.54
2000
 7.28 -2.16 1.53 -4.79
1999
 8.35 -2.52 17.87 -2.47
1998
 8.46 -8.55 8.83 -12.79
1997
 14.60 -2.41 10.06 -3.98
1996
 11.34 -2.06 13.19 -1.81
1995
 21.19 -0.68 20.93 -0.56
1994
 -1.95 -5.96 -3.66 -7.31
1993
 17.86 -1.94 24.85 -2.42
1992
 8.64 -1.26 5.53 -2.73
1991
 23.09 -2.50 30.42 -3.25
1990
 -1.30 -7.88 -2.59 -11.61
1989
 19.77 -0.79 24.37 -1.05
1988
 13.45 -1.64 16.22 -2.20
1987
 3.26 -13.42 0.64 -14.26
1986
 19.83 -3.33 21.70 -4.04
1985
 26.90 -1.21 30.70 -1.22