Portfolio vs S&P 500
Your Return
+9.8%
S&P 500
+11.7%
Alpha
-1.8%
Trailing the index. Review your underperformers.
Market Regime: Risk Off
Elevated volatility. Reduce position sizes and raise cash.
VIX
26.8
S&P 500
653
Action Items
Review risk exposure
Market regime is Risk Off. Ensure position sizes are appropriate for elevated volatility.
Trim VTI from 37.2% to ~20%
At 37.2%, well above 20% target — consider trimming to redeploy
Momentum Board
Relative strength vs S&P 500 today. Outperformers have positive momentum.
+1.1%
-0.1%
-0.1%
-0.7%
-1.3%
Position Sizing
Kelly criterion-based targets. High conviction = larger allocation.
Sector Rotation vs S&P
Your sector bets compared to S&P 500 index weights.
Tax Alpha Moves
Harvest $1125 loss in BND to offset gains. Long-term loss.
harvest$281 tax savings at 25% rate
Risk Dashboard
Concentration
5/100
Top Sector
37%
Correlation
Low — good diversification
Est. Max Drawdown
-18%
Edge Insights
Your portfolio trails the S&P by 1.8%. Review underperformers and consider whether your thesis still holds.
Top position is 37% of portfolio. High conviction is fine, but consider if you'd be comfortable losing 30% of that position in a drawdown.
1 position(s) are oversized relative to Kelly criterion targets. Consider trimming to redeploy into underweight names.
1 position(s) have room to add. Use pullbacks as entry points for these high-conviction names.