Hi, a feature to backtest certain portfolios/time series VS the S&P500 would be great.

I mean more advanced backtesting not just comparing peformance, but also incorporate Drawdowns during the periods. One more example would be besides looking at Standard Deviation to also incorporate the "Ulcer Index" https://en.wikipedia.org/wiki/Ulcer_index. A very great tool could be developed regarding backtesting/portfolio simulations. I could go on and on on this one.

Cheers ! :)