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Simulator for Withdrawing 4% Annually from a SPY Portfolio With Hypothetical Return Data

This is a simulator for withdrawing 4% of a SPY portfolio to see if we will be broke.

  • SPY price follows geometric Brownian motion.
  • SPY mean daily return is 0.037% and daily return standard deviation is 1.185%, explained in this article.
  • Assume every year has 252 trading days, we need to covert the daily return and standard deviation to the contious form so that annual return and standard deviation can be derived mathematically.
Starting Portfolio Value:
Annual Withdrawing Rate: %
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