Historical Backtesting

Performance of the net-net strategy vs S&P 500 (2020 - Present)

Backtest includes stocks with NCAVPS > 1.0

Total Return

+255.94%

S&P 500: +117.04%

Annualized Return

+24.20%

S&P 500: +14.14%

Max Drawdown

-27.94%

Peak to trough

Outperformance

+138.90%

vs S&P 500

Performance Chart

Comparison of net-net strategy vs S&P 500 over time