READ THIS FIRST
This tool allows you to upload a portfolio from a CSV or Excel file, or enter a portfolio manually. You can then analyze the portfolio, modify allocations, and test alternative ideas.
Disclaimer: All results are based on approximate historical data and are provided for informational purposes only. No guarantee is made regarding the accuracy, completeness, or applicability of the results. Use at your own risk. This is not financial advice.
If historical data are unavailable for a ticker, the "Default Ticker" is substituted for the missing data. This does not currently account for tax impact.
IMPORTANT:
THIS ANALYSIS ASSUMES THAT PORTFOLIO WEIGHTS ARE MAINTAINED THROUGH REBALANCING.
CLUSTER AND SECTOR ANALYSIS ARE LIMITED TO 1 YEAR DUE TO SURVIVORSHIP BIAS.
1. Enter Your Portfolio
Use either of the following two methods:
Option 1 - Upload a CSV or Excel File
Click "Choose File" and select a CSV or Excel file from your computer.
Wait until the filename appears next to "Choose File" before continuing.
Data must begin in cell A1.
The file must contain at least one of the following sets of columns:
"Symbol", "Current Value", "Total Gain/Loss Dollar"
(such as from a Fidelity Positions download)
OR
"ticker", "amount"
Extra columns may be left in the file. Column names are case-sensitive.
After selecting the file, click "Read Excel".
The table will be populated with:
"Ticker" — Portfolio holdings
"Current" — Current portfolio weights
"Proposed" — Proposed portfolio weights
Weights are shown as percentages, with the total displayed at the bottom of the table.
The total portfolio value is displayed in the "Current Value $" box above the buttons.
Option 2 - Enter the Portfolio Manually
Enter the tickers and their weights in the "Proposed" column.
The proposed weights should add up to approximately 100%.
Enter the total dollar value of the portfolio in the "Current Value $" box above the buttons.
You may edit the "Proposed" weights at any time to test different allocations.
You may also add new tickers at the bottom of the table together with their proposed percentages.
Make sure the total proposed allocation remains close to 100%.
2. Analysis Settings
"Compare Ticker"
Default: SPY
Used as a benchmark for comparison with your portfolio. The Compare Ticker cannot be a bond.
"Default Ticker"
Default: SHY
Used as a substitute when historical data are unavailable for a portfolio ticker. The Default Ticker cannot be a bond.
For cash holdings, a 1-Month Treasury is substituted.
"Years"
Default: 1
Controls the historical period used for the analysis.
3. Analyze the Portfolio
Click "Analyze" to generate the portfolio analysis.
The results include a graph and a table summarizing key portfolio metrics and proposed trades.
Show VAR
Displays a rolling 21-trading-day Value at Risk (VaR) estimate at the 95% confidence level.
It provides an estimate of potential portfolio loss over approximately one trading month based on the historical data and calculation method used.
VaR is an estimate and does not represent the maximum possible loss.
Inflation Adjusted
Shows portfolio returns adjusted for inflation.
Graph Mode
Graph Mode allows you to change how the portfolio results are displayed.
When using a bar chart, the "Show VAR" option is ignored.
Graph Mode also includes an "Allocation" option for analyzing the portfolio's asset allocation. This feature is experimental.
4. Asset Allocation
Set "Graph Mode" to "Allocation" and run the analysis.
If you then click "Save to Excel", the Excel output will contain a detailed "Allocation" tab.
5. Cluster Analysis
Immediately after successfully completing an analysis with "Graph Mode = Allocation", you can run Cluster Analysis on the U.S. stock portion of the portfolio.
If you click "Save to Excel" after running Cluster Analysis, both the Allocation and Cluster results will be saved as separate Excel tabs.
6. Sector Analysis
Immediately after successfully completing an analysis with "Graph Mode = Allocation", you can run Sector Analysis on the U.S. stock portion of the portfolio.
If you click "Save to Excel" after running Sector Analysis, both the Allocation and Sector results will be saved as separate Excel tabs.
Cluster and Sector Analysis - Important Note
Cluster and Sector Analysis include only Equities and Physical Metal ETFs:
GLD, SLV, PALL, PPLT, GLTR
Very small holdings of approximately less than 0.01% are excluded.
7. Monte Carlo Simulation
"Simulate" runs 10,000 Monte Carlo simulations.
The simulation uses the number of years specified in "History Years" as the historical basis and projects the portfolio over the period specified in "Future Years".
Simulation results are displayed in a table.
Monte Carlo results are hypothetical and are based on historical data and the assumptions used in the simulation. They are not predictions of future performance.
8. Save Results
You may repeat the analysis as often as needed while changing portfolio weights, tickers, or other settings.
"Save to Excel" — Saves the proposed portfolio and analysis results to an Excel file.
"Results as PDF" — Saves the analysis results as a PDF file.
Other Ways to Specify the Time Period
Year:
2022 — Uses data from 1/1/2022 through 12/31/2022.
Year Range:
2021-2023 or 2021-23 — Uses data from 1/1/2021 through 12/31/2023.
YTD:
Uses data from the beginning of the current year through today.
Years:
2 — Starts 2 years ago.
2.3 — Starts 2.3 years ago.
3.5-6 — Uses data from 6 years ago through 3.5 years ago.
Months:
3M — Starts 3 months ago.
3M-7M — Uses data from 7 months ago through 3 months ago.
Date Range:
20210912 — Uses data from 9/12/2021 through today.
20210912-20231231 — Uses data from 9/12/2021 through 12/31/2023.