Portfolio factor analysis: alpha or beta?

A factor model splits every stock's return into the market, 11 sectors, 20 styles like momentum, value and growth, and what's left: the stock itself. Factors reads your real trades through it, the way institutional risk models do.

• Market sensitivity to the S&P 500 from your real trades, and how far you beat or trailed it over 1 month to 1 year.
• Return attribution: your return split into the market, each sector and style, options and stock selection; open any row to see why it added or cost, when, and which holdings drove it.
• 20 style exposures against the S&P 500: size, mid cap, value, earnings yield, growth, momentum, 3-year and 1-month trends, swing, dividend yield, leverage, liquidity, profitability, earnings quality, analyst views, short interest, options flow, industry momentum and seasonality.
• Sector bets against the S&P 500, and sector and industry allocation with ETFs looked through to the stocks they hold.
• Risk breakdown: how much of your yearly swing comes from the market, styles, sectors and stock selection.
• Stress test: today's holdings replayed through six past crashes on real prices, from 2008 to 2022.
• Position risk for every holding: size, weight, market sensitivity, yearly swing and share of risk.

Updated 2026-11-02 16:54 UTC