NASDAQ-100 and S&P 500 Portfolio Analysis

NASDAQ-100 5Y Median

Annualized rolling return

S&P 500 5Y Median

Annualized rolling return

10Y Withdrawal Survival

Historical start windows in the simulation

CPI Change Over Sample

Inflation from first to last observation

How to read the dashboard

Scenario lens

The view is designed around the questions a long-horizon investor would ask before leaning on a tech-heavy fund for drawdown planning: how wide the return spread has historically been, how much inflation compresses withdrawals in real terms, whether the supplied 10-year withdrawal windows survive, and how much a euro-based holder would have picked up or lost from currency moves alone.

Because the provided rolling-return file contains precomputed 1-year, 3-year, and 5-year windows only, the return-dispersion section shows those horizons directly. The hedging section extends to 10 years using the separate currency-impact file, and the withdrawal simulation covers a 120-month horizon with the precomputed start windows supplied in the scenario file.

Quick read

At a glance

Tech tilt

Higher upside and deeper 1Y drawdowns

Broad market

Lower dispersion but still positive 3Y/5Y worst cases

Withdrawals

All supplied 10Y windows remain funded

Hedging

Currency swings mattered most over 1Y windows

Rolling Annualized Return Dispersion

Best vs worst range

Shaded bands show the spread between worst and best annualized outcomes for each rolling holding period; the line inside each band is the median.

Index Timeline Context

Normalized to 100

Both equity series are rebased to the first observation so relative compounding can be compared directly against cumulative CPI over the same decade.

Final Balances After the 10-Year Withdrawal Simulation

Nominal vs real

Each bar pair is one supplied historical start window. Real balances deflate the ending portfolio value using the CPI path so purchasing-power erosion is visible.

Withdrawal Growth vs Inflation-Adjusted Purchasing Power

20,000 growing 5% yearly

The nominal withdrawal schedule rises steadily, but the inflation-adjusted path grows more slowly once deflated by annual CPI observations from the supplied timeline.

Currency Impact Range for a Euro-Based Holder

Best, median, worst

These traces use the precomputed currency-only impact figures, isolating how USD/EUR moves altered local-currency outcomes over each holding period.

Median Hedged vs Unhedged Returns

Local-currency comparison

Median annualized returns are shown for the hedged and unhedged versions of each index so the cost or benefit of leaving currency exposure open can be compared by horizon.

Rolling Return Summary

Annualized %

Index	Holding Period	Best	Median	Worst

Currency Effect Summary

Annualized %

Index	Period	Median Hedged	Median Unhedged	Impact Range