Craig / exploratory diligence

S&P Portfolio Concepts Backtest

Compare the requested target-risk family and adjacent concepts on one transparent, proxy-labeled daily path.

Latest complete snapshotCalendar-day path · zero cost v1

Window

Portfolios

Rebalance

0 bps transaction costNo leverage / shorting

Primary metrics

Portfolio	Total return	CAGR	Volatility	Max drawdown	Ending $100	Sharpe	Coverage

Growth of $100

Selected window and portfolios

Drawdown

Peak-to-trough from the selected window start

Risk / return

Annualized volatility vs. total return · proxy flags retained

Comparison notes

For diligence prioritization, not approval

Portfolio	Data posture	Current selected result	What to diligence next

Methodology, sources, and caveats

All proxies and modeled paths are labeled. Short-window Sharpe is shown as N/A when fewer than 252 daily observations are available. This is a reproducible snapshot, not a live quote feed.