SPY Performance Analysis

Here are articles pertaining to researching the performance of SPY. I chose SPY not IVV or VOO, because SPY is the oldest S&P  500 tracking ETF which means it has the most data to be analysed.

SPY Performance Analysis

• Mean Return, Return Standard Deviation and Shape Ratio for SPY
  

SPY/Cash Rebalanced Every 28 Days

• Mean Return, Return Standard Deviation and Shape Ratio for A 30% SPY Plus 70% Cash Rebalanced Portfolio (Rebalanced Every 28 Days)
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio (Rebalanced Every 28 Days)
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 70% SPY Plus 30% Cash Rebalanced Portfolio (Rebalanced Every 28 Days)
  

50% SPY/50% Cash Rebalanced By Frequency

• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio (Rebalanced Every 28 Days)
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio (Rebalanced Every 126 Days)
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio (Rebalanced Every 252 Days)

50% SPY/50% Cash Rebalanced By Threshold

• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio With 20% Rebalanced Threshold
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio With 10% Rebalanced Threshold
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio With 5% Rebalanced Threshold
  
• Mean Return, Return Standard Deviation and Shape Ratio for A 50% SPY Plus 50% Cash Rebalanced Portfolio With 1% Rebalanced Threshold

Making A Simulated SPY Portfolio With Leveraged S&P 500 Index ETFs

• Performance Comparison Between SPY and A 33.33% SPXL Plus 66.67% Cash Rebalanced Portfolio (Rebalanced Everyday)
  
• Performance Comparison Between SPY and A 33.33% UPRO Plus 66.67% Cash Rebalanced Portfolio (Rebalanced Everyday)
  
• Performance Comparison Between SPY and A 50% SPUU Plus 50% Cash Rebalanced Portfolio (Rebalanced Everyday)
  
• Performance Comparison Between SPY and A 50% SSO Plus 50% Cash Rebalanced Portfolio (Rebalanced Everyday)
  

Comparison

• Best Rebalanced Frequency for a 50% SPY and 50% Cash Portfolio
• Best Rebalanced Threshold for a 50% SPY and 50% Cash Portfolio
  
• The Effects of Rebalanced Thresholds on Mean Daily Returns and Daily Return Standard Deviaion of A SPY/Cash Portfolio