Performance

Performance

Portfolio value, exposures, and cumulative returns. (Cash flow detail and ACAT events live on /positions.)

Total portfolio value over time

Long, short, net (long − short), and gross (long + |short|) equity exposure in dollars. Mark-to-market jumps reflect both price moves and cash flows.

Net liquidation & margin

Net liquidation = Net equity MV + Net option MV + cash balance. Net option MV = signed sum of long − short option market value (the broker's options-collateral reserve). Cash = cumulative sum of deduped transaction amounts. Negative cash = margin debit.

Y-axis capped at $1.5M. A real ~$2.6M balance passed through the Fidelity Trust in Apr 2026 (condo closing) — the spike is genuine but clipped here so the rest of the series stays readable.

Cash methodology. Spans all taxable accounts (Robinhood taxable + Fidelity Individual + Fidelity Trust). RH cash = cumsum(transaction.amount) from the walker's deduped rows (negative = margin debit). Fidelity cash = the SPAXX/MMF sweep balance read directly from positions (Fidelity has no separate margin ledger, and its txn-cumsum is unreliable on partial history). Equities held in multiple accounts (STEX, NVDA, …) are separate lots and sum across accounts.

Net liquidation by account

Cumulative percent return (since inception)

Growth of $1

Methodology. Returns are price-only TWR on long equities, value-weighted by market cap. Excludes shorts, options realized + unrealized P&L, dividend income, and crypto. A total-return TWR (using Fidelity monthly anchors pre-ACAT + daily NAV post-ACAT, with proper handling of external cash flows) is a known TODO.

Margin interest paid

Interest charged on margin debit balance, accrued daily and posted monthly. Accumulates as the account holds a negative cash balance.

Datasets