A century of market returns, bundled into your browser

Most tools that promise historical backtesting put the data behind an API and your plan on their servers. retplan does the opposite: the history ships with the site. When the backtest replays your retirement through the Great Depression, it is reading a JavaScript array that arrived alongside the CSS.

The dataset

The backtest engine runs on a compact annual series covering 1928-2023: S&P 500 total returns, 10-year US Treasury total returns, and CPI inflation. These are the well-known published figures compiled by Aswath Damodaran and Robert Shiller - rounded, widely cross-checked, and close enough for rolling-window backtests without pretending to be accounting-grade. In the bundle it is nothing more exotic than this:

interface HistoricalYear {
  year: number
  stocks: number    // S&P 500 total return, nominal
  bonds: number     // 10-year US Treasury total return, nominal
  inflation: number // US CPI
}

// 1931, the worst year in the series:
{ year: 1931, stocks: -0.4384, bonds: -0.0256, inflation: -0.0932 }

Ninety-six years of markets compress to a few kilobytes - small enough that "download a century of history" is not even a noticeable part of the page load.

How a backtest runs

For a 30-year plan, the engine slides a 30-year window across the series - 1928 through 1957, then 1929 through 1958, and so on - which yields 67 rolling windows, each one a complete retirement lived through real history. Your accounts map onto the series with a deliberately simple, documented heuristic:

• Cash earns 60% of that year's bond return, floored at zero - roughly how a savings account trails the 10-year yield without ever going nominally negative.
• Low-volatility accounts (under 5%) earn the bond return.
• Everything else earns the stock return.

Each window's average CPI stands in for the scenario's inflation rate - a documented simplification (the engine takes one constant rate per run), traded for keeping every window comparable. The result is a survival rate, the worst starting year by ending balance, and the full spread of outcomes below the chart.

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The same privacy shape holds everywhere in retplan: the market history tool bundles roughly a century of daily data - indexes, S&P sectors, gold, CPI - browsable and backtestable entirely offline. No API key, no account, no plan that ever leaves your device. History is not a forecast, but it is the cheapest reality check a plan can get - so it should not cost you your data.