A note to anyone reviewing this
This portfolio is 21 days old — built from scratch on 30 June 2026. I want to be upfront: 15 trading days is not a track record, and no honest person would present it as one. What this dashboard is meant to demonstrate is how I think — the discipline of position sizing, tracking real data honestly (including the days it goes against me), and the infrastructure to evolve this book over time. The capital is small because it is personal and I am building a demonstrable process, not chasing a headline return. Fundamental and technical write-ups for each holding are being added progressively in the Thesis & Financials tab.
+0.78%
Since Inception (TWR)
+5.05pp
Alpha vs QQQ
$5,033.55
NAV USD
+$32.73
Unreal P&L
9
Positions
4
Sectors
93.1%
Deployed
0.44
Sharpe (ann.)
NAV vs Broad Benchmarks · Indexed 100 at Jun 30
Sector Allocation
93%
invested
Technology44.5%
Healthcare18.9%
Industrial19.4%
Utilities10.3%
Cash6.9%
vs QQQ
+5.05pp
QQQ −4.27% since Jun 30 (intraday)
Outperforming
vs SPY
+0.99pp
SPY −0.21% since Jun 30 (intraday)
Outperforming
Max Drawdown
−2.32%
Jul 10 → Jul 17, partly recovered
Live
Win Rate
60.0%
9 of 15 days
Live TWR series
Sector weights
Technology · AVGO + MSFT + NVDA44.5%
Industrial · LHX + NOC + KTOS19.4%
Healthcare · LLY + VRTX18.9%
Utilities · CEG10.3%
Cash6.9%
Personal portfolio summary for informational purposes only. Not investment advice. Performance over 15 trading days is not indicative of future results. Live as of 21 Jul 2026 (intraday) — unrealized P&L and NAV move intraday and will differ slightly by the time you're reading this. Statistical ratios from a 15-observation sample — directional only. USD/AED ≈ 3.6747.
Total Return TWR
+0.78%
+$39.03 absolute
15 trading days
vs QQQ
+5.05pp
QQQ −4.27% (intraday)
Outperform
vs SPY
+0.99pp
SPY −0.21% (intraday)
Outperform
Annualised (proj)
~8.6%
low confidence
14d extrapolation
Portfolio vs Broad Benchmarks · Indexed to 100 at inception (Jun 30 2026)
SPY and QQQ rebased to 100 at their Jun 30 close
Drawdown from Rolling Peak
Max −2.32% (Jul 10→17)
Daily Returns
15 obs · Mean +0.05%/day · Win 60.0%
Period returns vs broad benchmarks
Benchmark
Type
Jun 30→Jul 20
Portfolio
Active Return
Assessment
Portfolio
—
+0.48%
—
—
This book
SPY
Broad · S&P 500
−0.52%
+0.48%
+1.00pp
Outperformance
QQQ
Broad · Nasdaq 100
−5.16%
+0.48%
+5.64pp
Strong outperformance
Statistical caveat: With 15 trading days of history, all statistics are directional and should not be extrapolated into an annual return with any confidence. Sector-level detail vs matched ETF benchmarks (not just broad indices) is in the Attribution tab.
Unrealised P&L by Position (USD)
Since inception
All positions — 21 Jul 2026
Ticker
Sector
Qty
Avg Cost
Current
Mkt Value
Weight
Unreal P&L
Return
Today
AVGO
Technology
2.62
$378.69
$389.10
$1,019.44
20.25%
+$27.28
+2.75%
+$28.66
MSFT
Technology
1.75
$372.14
$397.98
$696.47
13.84%
+$45.22
+6.94%
−$7.54
LLY
Healthcare
0.49
$1,210.45
$1,140.88
$559.03
11.11%
−$34.09
−5.75%
−$2.95
NVDA
Technology
2.55
$199.97
$205.82
$524.84
10.43%
+$14.91
+2.92%
+$6.48
CEG
Utilities
2.02
$247.17
$255.50
$516.11
10.25%
+$16.84
+3.37%
+$4.04
LHX
Industrial
1.55
$290.13
$281.03
$435.60
8.65%
−$14.11
−3.14%
+$0.74
NOC
Industrial
0.79
$507.18
$507.00
$400.53
7.96%
−$0.14
−0.04%
−$13.40
VRTX
Healthcare
0.81
$496.90
$481.00
$389.61
7.74%
−$12.88
−3.20%
+$0.41
KTOS
Industrial
3.02
$50.01
$46.60
$140.73
2.80%
−$10.30
−6.82%
+$1.99
CASH
—
—
—
—
$346.85
6.89%
—
—
—
Portfolio Total
$5,033.55
100%
+$32.73
+0.70%
+$18.43
Position data as of 21 Jul 2026 (intraday). "Return" is simple return on cost basis (unrealized P&L ÷ avg cost), distinct from the TWR figure used in Overview/Performance. Weight is % of total account NAV including cash.
Each position below carries a fundamental and technical rationale slot, alongside the real position facts (sector, cost, weight, live return).
Trade log. Reconstructed from actual execution history (fills consolidated per ticker where an order filled across multiple partial executions), with the real fundamental/technical rationale used at entry attached to each trade. Click a row to expand it.
All ratios below use 14 completed daily closes (21 Jul intraday isn't yet reflected in Sharpe/Sortino/drawdown — those need a closed trading day). Samples under 30 are directional, not statistically reliable. Risk-free rate assumed 4.30% p.a. (US 3m T-bill), daily 0.0171%.
Risk-Adjusted Ratios
Sharpe (annualised)
0.44EARLY
Sortino (annualised)
0.61EARLY
Calmar (ret/MDD, extrapolated)
3.71LOW CONFIDENCE
Information Ratio vs QQQ+5.9
Win Rate (daily)60.0%
Absolute Risk
Daily Volatility σ0.70%
Annualised Vol (×√252)11.2%
Downside Deviation0.51%
Max Drawdown−2.32%
Mean Daily Return+0.037%
Risk-adjusted ratios vs benchmarks
Metric
Portfolio
SPY
QQQ
Read
Sharpe (annualised)
0.44
−1.54
−4.91
Portfolio only positive-Sharpe series
Sortino (annualised)
0.61
−2.10
−5.51
Same story on downside-only risk
Annualised Volatility
11.2%
8.7%
19.9%
Portfolio sits between the two indices
SPY and QQQ both had negative Sharpe/Sortino over the 14 completed trading days used for this calculation (through Jul 20 close) because both indices were down over that stretch (−0.52% and −5.16% respectively) — so a negative ratio here reflects the benchmark's own bad stretch, not a flaw in the ratio. It's still a fair like-for-like comparison since all three are computed the same way, over the same window, at the same 4.30% risk-free assumption. (Today's intraday move isn't yet included in this particular calculation.)
Position-level risk flags — based on real weights & live P&L
Position
Flag
Detail
Severity
AVGO
Concentration
20.25% of NAV — now over a 20% single-name guideline; a trim is worth considering
MONITOR
KTOS
Largest % drawdown
−8.44% since entry — smallest position (2.76% of NAV), so dollar impact is contained
WATCH
LLY
Largest $ drawdown
−$28.01 unrealized — largest single-position dollar loss in the book
WATCH
Cash
Thin buffer
6.9% cash — limited dry powder if a rebalancing opportunity comes up
MONITOR
Position-level flags reflect real weight and P&L concentration, not fundamental-analysis scores (e.g. Piotroski, Altman Z) — those require deeper financial-statement research and will be added to the Thesis & Financials tab as write-ups are completed, not fabricated here.
Each sleeve below is appraised against its actual sector ETF, not just the broad market — this isolates whether stock selection and entry timing added value within each sector. Sleeve return is simple return (cost → current); benchmark returns are live SOXX/ITA/XLV/XLU/IGV closes over the same window.
Total active return vs QQQ (TWR basis)+5.05pp
Sleeve return vs matched sector benchmark
Sleeve
Holdings
Sleeve Return
Sector Benchmark
Benchmark Return
Excess
Read
Semiconductors
NVDAAVGO
+0.43%
SOXX
−18.16%
+18.59pp
Entry discipline paid off hugely
Software
MSFT
+7.79%
IGV
+3.08%
+4.71pp
MSFT beat software sector
Defence / Industrial
LHXNOCKTOS
−1.08%
ITA
−5.52%
+4.44pp
Sleeve down but beat sector
Healthcare
LLYVRTX
−4.10%
XLV
+0.57%
−4.67pp
Near-ATH entries lagged sector
Utilities
CEG
+2.63%
XLU
−1.02%
+3.65pp
Nuclear-AI theme beat broad utilities
Sleeve returns are simple cost-to-current returns (not TWR) since inception 30 Jun 2026. Benchmarks: SOXX (semis), IGV (software), ITA (aerospace & defence), XLV (healthcare), XLU (utilities) — live daily closes, Jun 30 → Jul 20 2026, price return only (excludes dividends). Not financial advice.