Research
Portfolio
Daily NAV simulated through a real trade engine: scheduled rebalancing, commissions, slippage. Sharpe, max drawdown, and β vs SPY computed only when there's enough history.
Σw = 100.0%
| Asset | Weight | Slider | Ann. return | Ann. vol | Risk contribution | |
|---|---|---|---|---|---|---|
AAPL | — | — | — | |||
MSFT | — | — | — | |||
NVDA | — | — | — | |||
SPY | — | — | — |
Total return
—
Not enough data.
CAGR
—
Not enough data.
Vol (ann)
—
Not enough data.
Sharpe
—
Not enough data.
Max DD
—
Not enough data.
β vs SPY
—
Not enough data.
NAV vs SPY buy-and-hold (start = $100,000)
Allocation (target)
Portfolio drawdown (%)