Stock investment simulator

Pick a stock, an index, or a basket. Choose your dates. Set a starting amount and how much you'll add each month. The simulator runs that plan against real month-end prices and shows what the position would have been worth, right next to the cash you put in. It's the easiest way I know to see how steady monthly buying holds up through both the good runs and the bad ones.

There are three modes. Single follows one stock or index against your contributions. Compare lines up to five tickers against each other on the same scale. Portfolio mixes up to five holdings by weight, with optional monthly rebalancing, always against an S&P 500 benchmark using the same cash flow. To keep things honest it skips taxes, dividends, fees, and slippage — these are historical what-ifs, not advice. New here? Read how it works or browse the learning library.

Reading the result

Every run draws two lines: the cash you put in (your starting amount plus each monthly contribution, stacked up over time) and the value of the position those purchases grew into. The gap between them is the whole story. When the value line dips below the cash line, the plan was underwater — and it's worth noticing how long those stretches lasted, because that's the part a return number hides. A plan that finished up 12% a year but spent eighteen months underwater in the middle is a very different experience from a smooth ride to the same endpoint. The most useful thing to take from any run isn't the final figure; it's an honest look at the worst stretch, and whether you'd have kept contributing through it.

Three experiments worth running

Start dates change everything. Run the same monthly plan into the same ticker starting 2016, 2020, and 2022. The ending values differ enormously — not because the plan changed, but because the entry decade did. This is the fastest cure for reading too much into any single backtest, including ours.

The index is the bar to clear. In Portfolio mode the dashed S&P 500 benchmark receives exactly the same cash flow as your basket. Before concluding a hand-picked mix "worked," check whether it beat the boring alternative that required no picking at all. Over most long windows, that bar is higher than people expect.

Measure the path separately from the endpoint. Our growth and drawdown study publishes sampled declines for four series over a common window. Replay it with no monthly deposits so contributions do not obscure a falling investment price.

What the numbers deliberately leave out

The main simulator uses the first available trading-day observation each month, not month-end closes. Adjusted stock and ETF prices can reflect dividends and splits; the S&P 500 price-index benchmark omits reinvested dividends. Taxes, fees, spreads, cash interest, and inflation are excluded. Fractional units are allowed. Intramonth losses can be missed. Read the data methodology and reproducible studies before interpreting a comparison.

Where to go from a result

If a run surprises you, that's usually the start of a better question. A single stock crushed the index? Check what the same plan did starting two years later. A basket underperformed? Try the same weights with rebalancing on, and see how much the discipline itself contributed. Want the systematic version of that discipline — ranking the whole S&P 500 by momentum, size, or volatility on a schedule? That's the Quant Lab. And if terms like drawdown, rebalancing, or diversification are new, the learning library covers each in plain English, while the DCA guide and risk checklist turn simulator results into an actual plan.