SETHIPORTFOLIO

Performance

Measured against the benchmarkCompare the portfolio with equity benchmarks over your chosen period to assess whether active decisions have added value.
Public Portfolio Live Portfolio Data

Fundamental Portfolio

Investment objective

Aim to outperform the S&P 500 over the long term by owning quality businesses at attractive valuations, while keeping capital in the benchmark when no better opportunity is identified.

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Portfolio Value

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Total Return

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Vs S&P 500

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Since

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Notional portfolio · GBP base currency

Performance

Portfolio vs Benchmarks

Sethi Fundamental
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S&P 500 TR
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Nasdaq-100 (QQQ)
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VWRL
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Performance Attribution

What actually drove the returnDecompose portfolio performance into the contribution from each investment. The calculation uses dated transactions and changing position sizes rather than applying today's weights retrospectively.

Return Drivers

Where portfolio performance came from

Instrument P&L is reconciled from opening and closing market values plus every purchase and sale during the period.

Period Return

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Portfolio P&L

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Change in NAV over the period

Biggest Contributor

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Biggest Detractor

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Contribution to Portfolio Return

Percentage-point impact by investment; the largest positive and negative drivers are shown.

Attribution Detail

Average weight reflects the capital actually deployed through the selected period.

HoldingAvg WeightP&LContribution
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Benchmark Analytics

Was active risk rewarded?Measure the portfolio against a chosen benchmark using excess return, regression sensitivity, tracking error and market capture. Period controls stay aligned with Performance and Attribution.

Relative Performance

Did active decisions beat the alternative?

Comparing the portfolio with S&P 500 Total Return.

Excess Return

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Portfolio minus benchmark

Beta

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Daily return sensitivity

Regression Alpha

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Annualised intercept

Tracking Error

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Annualised active volatility

Information Ratio

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Active return per unit risk

Correlation

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Daily return correlation

Upside Capture

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Benchmark-positive days

Downside Capture

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Benchmark-negative days

Cumulative Excess Return

The percentage-point gap between portfolio and benchmark performance through the selected period.

Daily Return Sensitivity

Regression of portfolio returns on benchmark returns.

Method: beta and alpha use an OLS regression of aligned daily portfolio returns on benchmark returns. Alpha is the annualised regression intercept; tracking error and information ratio use daily active returns annualised over 252 trading days. Capture ratios compare average portfolio returns with average benchmark returns on benchmark-up and benchmark-down days.

Drawdown &
Rolling Performance

How difficult was the path?Track losses from prior peaks, the time needed to recover, and how return and volatility evolved through rolling windows. Drawdown metrics use the selected period; rolling statistics retain the required lookback history.

Path Risk

What happened between the starting point and the return?

Drawdown and rolling behaviour versus S&P 500 Total Return.

Current Drawdown

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From the latest high-water mark

Maximum Drawdown

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Worst peak-to-trough loss

Longest Drawdown

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Peak until recovery or period end

Max DD Recovery

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Trough back to previous peak

Underwater Drawdown

Percentage loss from each series' previous high-water mark within the selected period.

3M Rolling Return

Trailing return for the portfolio and selected benchmark.

Method: drawdown is the percentage change from the running high-water mark. Drawdown duration is measured in calendar days from the prior peak to recovery, or to the latest observation if unrecovered. Rolling returns use 21, 63 or 126 trading-day lookbacks; rolling volatility is the sample standard deviation of daily returns annualised by √252.

Holdings

Where the capital sitsExplore the current allocation, position sizes and unrealised gains or losses. Expand the table to see every holding.

Composition

Where is the capital allocated?

Largest Position

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Holdings

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Holdings

Position Detail

Live market snapshot Research a Stock →
HoldingWeightAvg CostCurrentReturnUnrealised P&L

Portfolio Lab

Deeper analysis, one workspaceKeep the main portfolio view focused on performance and holdings, then open the analytical toolset you need without scrolling through every model at once.

Analysis Workspace

Choose the question you want to answer

Select a workspace below. Advanced analytics are loaded only when you open them, keeping the main portfolio view faster and focused.

4 analysis workspaces

Exposure Map

What are you actually exposed to?Look beyond ticker weights to see sector, quote-currency and issuer-geography concentration across the current portfolio. ETF sector look-through is used where the underlying fund data supports it.

Exposure Map

What sits underneath the portfolio weights?

Classifying live holdings and fund look-through…

Current portfolio

Largest Sector

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Share of invested capital

Largest Quote Currency

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Share of total NAV incl. cash

ETF / Fund Share

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Share of total portfolio NAV

Sector Coverage

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Direct + fund sector look-through

Geography Coverage

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Issuer-country look-through

Sector Exposure

Share of invested capital. ETF sector weights are looked through when fund data is available.

Quote-Currency Exposure

Share of total NAV, including cash in the portfolio base currency.

Issuer Geography

Direct holdings use issuer country; ETF geography is left unresolved without underlying-country data.

Method: waiting for the live exposure classification. Quote-currency exposure is not the same as economic or revenue currency exposure.

FX Analytics

What did currency do to GBP returns?Separate the current open book's local-price effect from FX translation, then stress the foreign-quoted holdings against sterling.

FX Translation

Did the security move, or did sterling move?

Calculating open-book FX translation and sterling sensitivity…

GBP base currency

Foreign-Quoted Book

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Share of total NAV

Open-Book FX Effect

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Translation since weighted entry FX

Local Price Effect

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Security-price component at entry FX

Largest FX Effect

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Largest absolute holding-level translation

GBP +1% Shock

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Estimated NAV impact

Open-Book P&L Decomposition

Current unrealised P&L split into local-price and FX translation effects. GBP-quoted holdings have no separate FX bar.

Sterling Shock Sensitivity

All non-GBP quote currencies shocked simultaneously; local security prices held constant.

Foreign Currencies vs GBP

Rebased FX paths for the foreign quote currencies currently in the portfolio.

Since Inception
Method: waiting for the live FX decomposition. This analyses quote-currency translation, not issuer revenue or underlying ETF economic-currency exposure.

Portfolio Risk

Where the risk actually sitsSeparate capital allocation from risk allocation. Compare each holding's invested weight with its Euler VaR contribution, measure concentration and diversification, and inspect how positions move together.

Risk Map

Is capital concentration the same as risk concentration?

Calculating the live invested-book risk map…

Open full Market Risk Lab →

Top Risk Contributor

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Euler VaR share vs invested weight

Top 5 Concentration

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Share of invested capital

Effective Holdings

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Inverse-HHI concentration

Diversification Benefit

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VaR reduction vs standalone sum

Avg Correlation

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Capital-weighted pairwise

Risk Contribution vs Capital Weight

Euler VaR contribution compared with each holding's share of invested capital.

Correlation Matrix

Aligned daily local-price return correlations across the invested book.

Concentration

Calculating capital concentration…

Risk vs Weight

Comparing risk allocation with capital allocation…

Co-movement

Calculating pairwise correlation structure…

Method: waiting for the live risk summary. Cash is excluded from invested-book risk calculations.

What-If

Test a rebalance before making itChange hypothetical holding and cash weights, then recompute concentration and Euler VaR without altering the live portfolio or creating transactions.

Rebalance Simulator

What happens to risk if the weights change?

Edit the target allocation, make sure it totals 100%, then analyse the hypothetical portfolio.

Simulation only · no trades
HoldingCurrentTarget
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Cash

Zero price risk in this simulator

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Target Total

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Must equal 100%

10D 99% VaR

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Current → proposed · % of NAV

Effective Holdings

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Inverse-HHI

Top 5

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Invested-book concentration

Diversification

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VaR benefit

Turnover

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Approx. share of NAV traded

Risk Contribution: Current vs Proposed

How each holding's share of Euler VaR changes under the target allocation.

Run a scenario to compare risk contribution.

Estimated Rebalance Trades

Approximate GBP buys and sells required at the current NAV; transaction costs are excluded.

No hypothetical trades analysed yet.
Build a target allocation on the left. The simulator will compare concentration and price risk against the live portfolio.
Method: hypothetical only. Current holdings and cash can be reweighted; no transaction is written to SethiPortfolio.

Analytics

Was the return efficient?Assess the quality of the daily return distribution rather than repeating headline performance, drawdown or concentration metrics already covered elsewhere.

Return Efficiency

How consistently was return earned?

Risk-adjusted and downside-aware statistics over Since Inception.

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Sharpe Ratio

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Return per unit total volatility

Sortino Ratio

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Return per unit downside risk

Downside Deviation

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Annualised downside variability

Positive Days

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Share of daily observations > 0

Gain / Loss Ratio

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Average gain ÷ average loss

Tail Ratio

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95th percentile ÷ |5th percentile|

Distribution Readout

Calculating daily return asymmetry…

Method: Sharpe assumes a 0% risk-free rate; Sortino uses a 0% daily target. Downside deviation is annualised from negative daily deviations.

Investment
Decisions

From investment thesis to portfolio actionRead the reasoning, valuation considerations and risks behind investment decisions alongside the purchases, sales and position adjustments they informed. Open a linked rationale to connect each change with its investment case.

Investment Journal

The reasoning behind the portfolio

Dated notes create a permanent record of how the investment case evolved.

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Audit Trail

Portfolio Changes

Every material allocation change links back to its contemporaneous rationale.

Spotted a bug or have a feature idea?

SethiPortfolio is continuously evolving. Let me know what portfolio metric or tracking feature we should build next.