Risk

Risk

Long-equity portfolio, value-weighted price returns. Excludes options (no per-strike yfinance pricing) and crypto. (Total-portfolio metrics including shorts + realized option P&L need a NAV-based TWR approach using Fidelity monthly anchors — known follow-up.)

Headline tiles below are TRAILING 1-YEAR (last 252 trading days). The time-series charts further down use full inception-to-date data.

Trailing 1-year window: 252 trading days ( 2025-05-08 → 2026-05-08 )

Drawdown from running peak

Time underwater

Days where the cumulative TWR is below the running peak. Long stretches signal sustained drawdown.

Rolling Sharpe — 3-year, 1-year, 30-day

Three windows on the same return series. 3-year trailing (756 trading days) is the smoothed long-term view brokers like Fidelity report — first value lands ~3 years after inception. 1-year (252 days) is more responsive. 30-day is highly noisy: it's only ~6 weeks of returns, so a recent drawdown drives it negative even when the multi-year Sharpe is solidly positive.

Scope caveat. Returns shown are value-weighted price returns on long equities only. Excludes shorts, options realized + unrealized P&L, dividend income, and crypto. A total-return Sharpe (incorporating all those) requires building a NAV-based TWR from Fidelity monthly anchors + daily post-ACAT NAV — that's a known TODO. The long-only number is a directional approximation, not a benchmarkable total-return Sharpe.

Daily P&L distribution (price-only)

Distribution of dollar P&L per trading day, computed as prev_qty × (close_today − close_prev) summed across held long-equity positions. Excludes flow effects.

Rolling 30-day P&L

Tail-risk summary

Caveats

• Long-equity only — short positions and options aren't modeled in returns (no per-strike option pricing, and dollar-P&L formulas miss realized closes — see Performance page methodology note).
• Value-weighted price returns (TWR) — buy/sell/transfer cash flows don't contaminate the series.
• HIFO realized P&L is on /realized.
• Known TODO: build a true total-return TWR using Fidelity monthly anchors pre-ACAT + daily NAV post-ACAT, properly handling external cash flows. Would close the gap to a benchmarkable Sharpe.

Datasets