Subject: Re: ROE_Cash & YEY Blend
True enough.

Very nice to have GTR1 working. It did not take too much to throw this quick analysis of YEY vs SP500 together, FWIW.

This is a comparison of rolling (1,2,3,4,5) year returns of YEY_SI vs SP500 from 19870302 through 20240122.
On all the graphs, the blue line is YEY_SI and the orange line is the SP500.
Periods where the blue line is below the orange line are those dreaded underperformance periods.

Rolling 1-year returns https://1drv.ms/i/s!AmCzJdeikH...
Rolling 2-year returns https://1drv.ms/i/s!AmCzJdeikH...
Rolling 3-year returns https://1drv.ms/i/s!AmCzJdeikH...
Rolling 4-year returns https://1drv.ms/i/s!AmCzJdeikH...
Rolling 5-year returns https://1drv.ms/i/s!AmCzJdeikH...

Not sure if this is a good way to look at it. On the 5 year graph, it is notable that from 2017-2020 there is a clear period of underperformance.
It is almost unique in the history, although there was a shorter period of underperformance in the late '90's.

For reference, for YEY_SI I used the SI version that Robbie posted in post #256567 (note that it did not do as good as 41.4% after the pandemic bottom):
https://gtr1.net/2013/?~YLDEAR...
For the SP500 return, the total return index ^S5T is used.
Daily portfolio values from 19870302 through 20240122 for both were exported into a spreadsheet.
From there, rolling (1,2,3,4,5) year returns were calculated for each.
For example, starting on 19880301, you can calculate the 1 year return from 19870302. The next day, you calculate another rolling 1 year return.


Mark