This visualization provides a year-to-date analysis of my actively managed investment portfolio’s performance, comparing it to the S&P 500 benchmark (SPY).
Portfolio metrics are computed based on a non-annualized framework.
Note: The data is updated daily via an automated GitHub Action.
Portfolio Strategy
This portfolio follows a risk-aware modern approach based on Markowitz mean-variance optimization, seeking to balance risk and return across diverse market conditions. The allocation targets defensive positioning with inflation protection while maintaining exposure to secular growth trends. Periodic rebalancing and factor analysis ensure the portfolio maintains its intended risk characteristics while adapting to changing market dynamics.
Defensive Core & Inflation Hedge (49.7%)
Combines insurance sector exposure (PGR) and gold (IAU) to create a stabilizing core with inflation protection. These assets typically provide downside protection during market stress while offering meaningful appreciation potential.
Technology & Growth (23.3%)
Balanced exposure to established technology leaders (MSFT, NOW) and high-growth semiconductor (NVDA) providing both stability and innovation upside. Position sizing reflects both opportunity and volatility considerations.
Consumer & Retail Strength (15.2%)
Focus on market leaders (WMT, COST) with pricing power that have demonstrated resilience across economic cycles and can pass through inflation to protect margins.
Financial & Cyclical Exposure (11.8%)
Targeted allocation to high-quality financials (JPM) positioned to benefit from interest rate environment and industrial leader (CAT) leveraged to infrastructure and construction activity.
- Alpha: YTD excess returns after accounting for market risk (positive = outperformance)
- Beta: Measures portfolio volatility relative to market (1 = market risk)
- Sharpe Ratio: Risk-adjusted absolute returns (higher = better)
- Information Ratio: Risk-adjusted relative returns vs benchmark (higher = better)
- Rolling Metrics: Computed using a 20-day rolling window to show evolution over time