About
Research beyond headline returns
Many strategy-index comparisons highlight performance since the backtested start date or a recent rolling return. Those figures are useful, but they do not answer a harder question: has the strategy continued to perform well in the period we care about?
I built this tool because I could not find a clear way to compare a strategy index against its own earlier history. The Factor Research Terminal makes that comparison visible, while keeping broad-market screening and index-to-index research in one place.
Backtest Hero? — explore historical context
Explore a strategy’s selected-period return and risk in historical context. The page compares that index with its parent over the same dates and, separately, compares it with earlier complete periods of the same length in its own history.
By default, it examines the most recent five years after launch, or the available since-launch period for a newer index. Choose another period to see its return, risk, drawdown, and risk-adjusted results against its own historical distribution. Historical comparison windows match the exact calendar duration, use every eligible trading-day endpoint, and end before launch and before the selected period. These reference periods come from the pre-launch backtest.
The performance summary stays available even when no earlier period is long enough for a historical comparison. Percentiles describe the reference history; they do not predict future performance.
Try Backtest Hero?Explore the index universe
- Index Dashboard
- Screen broad-market and strategy indices across return, risk, consistency, benchmark-relative performance, and average ranks. Each horizon uses the available history for that index within the shared date range.
- Compare
- Compare two or more indices over shared dates. Explore rolling CAGR, winner rates, relative ratio, drawdown, volatility, and calendar-year results.
- Factor Explorer
- Scan factor families and parent universes using the same research statistics.
- Methodology
- Every definition and rule behind the numbers, and how they are verified.
How the numbers are built
- Uses Nifty Total Return Index observations, which include reinvested dividends.
- Aligns compared indices to a shared overlapping date range.
- Computes financial metrics from the underlying observations when requested.
- Uses daily observations for rolling return and risk calculations; Backtest Hero compares equal-duration pre-launch periods at every eligible trading-day endpoint.
- Keeps the selected-period comparison with a strategy’s parent separate from the strategy’s comparison with its own earlier history.
The data
Every figure on this site comes from one daily dataset, nifty_tri_master.csv, refreshed automatically. Download the master CSV.
For educational and research purposes only. Not investment advice.