The Granite Buffer

The first slice of any fall is absorbed for you.

Instead of stopping your losses at a floor, the Buffer takes the first part of a decline off your shoulders entirely. Your payoff begins sooner than a floor’s, with the upside uncapped unless you choose a cap.

Investing cash, or protecting shares you already own?

I have cash to invest

We buy shares in the index you choose — the S&P 500 or the Nasdaq 100 — and they sit in your own account, in your own name. You own them and you collect the dividends. Then we place the protection around those shares, so it is in place from the first day.

I already own shares

We don’t touch the shares you have. You keep them and you keep the dividends, and because nothing is sold, the gains you’ve been carrying keep deferring. We simply place the protection around what you already hold.

Design your outcome →
Choose your protection

The Granite Buffer

◆ A soft cushion

An everyday cushion, not a hard stop. The first slice of any loss is absorbed. Below that you fall with the market again, though you stay ahead of it by the size of your buffer. Your upside is not capped unless you choose a cap. As with the Floor, we build it with cash that is already in your account, and that cash becomes the protection you hold. There is nothing for you to send, buy or sign. We walk one buffer through start to finish at its −10% level, then show you the other levels available.

Buffer
−10%
Cap
None by default
Outcome delivered
a little over a year
Backtested 2016–2026 CAGR: 11.59%, net of fees The cushion is −10%. The worst term in the record was 0.4%.
Your return at every level of the market

Above the band we sell to pay for the protection, every dollar the market rises is a dollar for you. The line runs parallel to the market, one step below it. Through the cushion you are held level. Only below the cushion do you ride down again. The dashed line is the market on its own.

Payoff diagram for the −10% Buffer: the first slice of loss absorbed, then market exposure below it

What your cushion covers, in plain English

A Buffer starts paying you sooner than a Floor and protects differently. That difference is the whole decision — here it is without the jargon.

100% your money
the protection — a few percent still invested, working for you

It’s a sliver of what you already have.

A small piece of the money already in your account — usually a few percent — buys a pair of options (a put spread), and together they cover the whole account for the term you choose. In return, the first part of any rise replaces the money that bought them — after that, the gains are yours.

  • Your own funds. Nothing new to send, nothing to sign, no policy to apply for.
  • One small slice covers the whole account.
  • Built to be held to the end of the term. That is when the outcome you chose is delivered. You are never locked in, but selling early means selling at market — which can be worth more or less than the shape you designed.
Where your payoff begins The protection trades for a small percentage of your account, and that is what sets how far the market has to be up before you start making money. The protection itself covers the whole account. Above that starting point, the rise is yours. See your exact number, priced live →
The first fall, absorbed

The market drops and the cushion takes it until it is used up. A Floor stops your losses; a Buffer takes the first slice off you entirely.

Losses resume below the buffer

Past the cushion you’re exposed again — but every loss is still lighter by the slice already absorbed. A cushion takes less of your money to buy than a floor does, which is why your payoff begins sooner.

Real protection, bought outright

The structure is bought outright in the open market, with a small piece of the money already in your account, and it is held in your own name.

The right fit for you

A Floor if a hard worst case helps you sleep. A Buffer if you mainly want the ordinary bad years smoothed. Your advisor walks you through both.

How it has actually performedEvery year of the published record, plus the crisis years on their own.See the evidence
Backtested performance, the Granite Buffer at −10%

Priced against 2016–2026 market and option-chain data. These figures are hypothetical, not an actual account. When the market falls, your buffer absorbs the first slice of it, and when the market climbs back you climb with it.

2020: the buffered line falls about ten points less than the market through the crash, then recovers with the market

March 2020, COVID

The market fell ~31% in five weeks, then finished the year +18.4% including dividends. Your −10% buffer absorbed the first 10% of that fall. That is why the line falls about ten points less than the market does. A buffer cushions from the top down. It does not stop at −10% the way a Floor does. Below −10% you fall with the market again, but you stay 10% better off than it. You ended the year at +15.9%.

2008: the buffered line falls with the market, cushioned by 10%
2002: a slow grinding decline, cushioned by the buffer

2008 and 2002: real daily S&P 500 data and real option-chain pricing. Benchmarks shown at their calendar-year close, the basis used throughout this site. Notice that 2008 is the one place a Buffer does not flatten the way a Floor does. Inside 2008 the S&P was down about 47% and Vanguard Balanced about 31.9% at their worst points, which is what an investor lived through. But a buffer is defined at the end of its term, so calendar years are what compare like for like.

Return by market outcome, −10%

The same five market outcomes, priced from the level where this buffer’s own payoff really starts.

Return in five market outcomes at the −10% buffer
Growth of $100, −10% on the S&P 500 and the Nasdaq‑100, vs. Vanguard Balanced
Growth of $100 in the −10% Buffer on the S&P 500 and on the Nasdaq-100, versus the Vanguard Balanced Index fund
Granite Buffer −10%
11.59%
Worst term 0.4%, after our fee
S&P 500
15.02%
Total return, dividends reinvested
Vanguard Balanced (60/40)
9.54%
Total return, distributions reinvested

CAGR means compound annual growth rate. It is measured over our published ten-year window: ten annual terms, rolled each January, 2016–2026. All three figures are net of our 1.25% advisory fee, charged over each term’s actual days. Each figure is an average of the twelve start-month ladders’ own growth rates, and all three are worked out the same way, so they can be compared directly. The S&P 500 and Vanguard figures are total returns, with dividends and distributions reinvested. They are taken from the real tracking funds, never from an assumed yield. This window opens in 2016 and therefore does not contain the 2008 crash — and a deep crash is precisely where a Buffer, unlike a Floor, keeps falling below its cushion. It does contain the 2020 COVID crash and the 2022 bear market. We show the 2008 and 2002 panels above precisely because the growth figures here miss them. Hypothetical/backtested: priced on real S&P 500 option prices throughout, with the crash years reconstructed from the option prices of the day. Not actual accounts.

The other buffer levelsEach level compared side by side, with where its payoff begins.Compare levels
The other levels available

The same idea, at three different buffers

A deeper buffer barely changes where your payoff begins in a normal year, but it softens an ordinary correction a great deal. The trade-off is that in a truly deep crash you still ride down below the cushion.

Buffer −10%
Cushions the first 10%
Backtested CAGR, 2016–2026, net: 11.59%
Cushion−10.0%
Worst term0.4%
Buffer −15%
Cushions the first 15%
Backtested CAGR, 2016–2026, net: 10.47%
Cushion−15.0%
Worst term0.1%
Buffer −20%
Cushions the first 20%
Backtested CAGR, 2016–2026, net: 9.28%
Cushion−20.0%
Worst term0.1%
Your return at every level of the market, all three buffers

Look at the −20% buffer: a −5% market and a −15% market both land in the same place, at zero. That’s the cushion at work. Inside the cushion, an ordinary dip and a much worse one both leave you level.

Payoff diagrams for all three buffer levels
Return by market outcome at all three buffer levels
Growth of $100, all three buffers on the S&P 500, vs. Vanguard Balanced
Growth of $100 at all three buffer levels on the S&P 500, versus the Vanguard Balanced Index fund
Growth of $100, all three buffers on the Nasdaq‑100, vs. Vanguard Balanced
Growth of $100 at all three buffer levels on the Nasdaq-100, versus the Vanguard Balanced Index fund
How it is built, piece by pieceEvery option we buy or sell, what each one does on its own, and what it is for.See the pieces
For the curious
How it is built, piece by piece.

Each small graph shows what one piece is worth at the end of the term. The horizontal axis is the gain or loss on the index; the vertical axis is the gain or loss in your account from that piece. The letter “B” stands for the top of the band — it is not a fixed number; the market sets it on the day we buy. The example uses a −10% buffer.

1Start: your shares
Index shares: up and down exactly with the market, with no limit either way.

What it is for: this is your actual investment. Everything below is shaped around it, never instead of it.

Step 1 — the cushion: 2we buy a put at 0% and 3sell a put at −10%
Bought put at 0%: pays every point the market ends below today’s level, from the first dollar.
+
−10
Sold put at −10%: we are paid for it; it costs every point the market ends below −10%. It cancels the bought put from −10% down.
=
−10
=The cushion: pays for a fall from 0% to −10%, then stops paying. Worth ten points at most.

What it is for: the bought put at 0% covers a fall from the first dollar — but on its own it would be a full floor at today’s price, far too expensive. Selling the put at −10% hands back the coverage below −10%, and the cash it brings in makes the pair much cheaper than a Floor’s put. What is left covers exactly the first 10% of a fall: you absorb nothing until −10%, then take the loss from there, ten points better off than the market.

Step 2 — paying for it: 4we sell a call at 0% and 5buy a call at B
Sold call at 0%: we are paid cash now; in return it costs every point the market ends above today’s level.
+
B
Bought call at B: pays every point the market ends above B. It cancels the sold call from B upward.
=
B
=The band sold: gives up only the first rise, from 0% to B, and no more. Flat everywhere else.

What it is for: the sold call brings in cash — enough to pay for the cushion in Step 1. On its own it would hand over all the upside, so the bought call at B is added to switch it off: above B the two cancel exactly. What is left is a fixed-size giveaway — the first rise, from 0% up to B — and nothing else. Why B moves: B is placed wherever the band’s cash exactly covers the cushion’s price that day. When protection is expensive, B sits higher and the band is wider; when it is cheap, B sits lower. So you never spend cash on protection; you trade the first slice of any rise for it instead.

All together — the Buffer
Your shares, with Step 1’s cushion dotted over them
+
Step 2: the band sold
=
=The Buffer: flat at zero from −10% to B; above B it rises with the market, a fixed step below it; below −10% it falls with the market, ten points ahead. Dotted line is the market alone.

Read it: a modest fall costs you nothing. A deep fall hurts, but ten points less than the market. A modest rise earns nothing — that slice was the price. A strong rise is kept in full, the band’s width behind the market. No cash left your account to buy any of it.

All four option legs are on the index itself, settle in cash, and share one expiry. Each small graph is the picture at expiry and ignores what the leg cost or earned — the band is sized so those balance.

Price it yourselfMove the dials and see your own numbers, live.Open the tool
Try it yourself
Design your own buffer, right here.

Move the dial, see your exact return at every level of the market, before you invest a dollar. This is the same live calculator as our Design Your Outcome page.

Advisor-guided — suitability appliesWho this is appropriate for, and who it is not.Read this first
Advisor-guided

Who this suits, and who it does not

The Buffer is built for a client who expects ordinary dips rather than catastrophes, and who would like the first slice of one absorbed. It is the softer of the two. It improves the common outcome, and it does not stop a severe fall.

It suits you if
Ordinary declines are what actually bother you
You want the first part of any fall taken off. You accept that a very deep fall keeps going below the cushion. You intend to hold to the end of the term.
It does not suit you if
You need a hard stop under a crash
Past the cushion, your losses start again from there. The Buffer softens a bad year, but it puts no limit on the worst one. If a hard limit is what you want, that is The Floor.
Either way
You are not on your own
Your adviser talks the choice through with you, and the decision stays yours. Nothing on this page is a recommendation, and nothing is placed without your agreement.

The cushion is measured at the END of the term, not day by day. Figures shown are net of our 1.25% advisory fee. These are real listed options, held in your own account and in your own name. Options involve risk and are not suitable for every investor.

Floor versus BufferTwo different shapes of protection, drawn on one chart.See both
Floor vs. Buffer, side by side
Floor or Buffer? Frequency versus severity.

A Buffer wins often and small. Its payoff begins sooner and it tracks closer to the market, so it takes the frequent, mild dip far better. A Floor wins rarely and big. It flattens right at the line, so it owns the rare, deep crash. The 2008 panels above show it: a Floor holds near its line where a Buffer of the same depth keeps falling below its cushion.

There’s no wrong answer, only your own appetite for risk. An investor most afraid of a 2008-style event wants the Floor. The Buffer suits an investor who wants a ride closer to the market, and whose payoff begins sooner. It asks one thing in return: below a certain point you are fully exposed to the market again. Many investors use both, and split their money between them.

Floor and Buffer payoffs superimposed at the same level

Illustrative payoff diagrams, built from the level where each dial’s payoff really starts. They are not a projection of what the market will actually do.

Ready to get started?

Tell us how much of a decline you’d want absorbed and we’ll build it around your account, at the size and date you choose.

Schedule an introductory call