Soavalon Portfolio Analytics Dashboard

Total Value

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Today's Change

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Total P/L

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Positions

0 Cumulative Return

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Select a date range to load chart

Portfolio

S&P 500

Apply a date range to load performance data

Portfolio Allocation

All holdings by weight

No positions

Holdings

No positions yet. Add some to get started.

Portfolio Holdings

Track positions, P&L, and portfolio allocation

Cash ($)

No positions yet. Click Add Position to get started.

monitoring

Risk Dashboard

Run a Risk Metrics analysis first to populate the dashboard with your portfolio's risk profile.

— Risk Score

Portfolio Value

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0 positions

Volatility (σ)

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Annualized

VaR 95%

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Sharpe Ratio

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Risk-adjusted

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Risk Factor Assessment

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Risk Contribution Map

Risk < Weight Risk > Weight Balanced Size = risk contribution %

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Weight vs Risk Allocation

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Value at Risk — All Confidence Levels

Confidence	Scenario	VaR ($)	VaR (%)	CVaR ($)	CVaR (%)	Frequency

Quick Actions

Reference

VaR: Max loss at confidence level

CVaR: Expected loss beyond VaR

HHI: Herfindahl concentration index

σ: Annualized portfolio volatility

β: Market sensitivity coefficient

Analysis:

Lookback

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Advanced Analysis

Click Run Analysis to compute rolling volatility, drawdowns, risk decomposition, beta exposure, and correlation analysis for your portfolio.

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Rolling Volatility

Current Vol

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SPY Vol

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Spread

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Drawdown Analysis

Max Drawdown

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Avg Drawdown

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Recovery Time

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Risk Decomposition

Ticker	Weight	Marginal VaR	Component VaR	% of Total

Total —

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Beta Exposure

vs SPY (S&P 500)

Portfolio β —

Strategy

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Risk-Free Rate

(4%)

Min Weight

per pos

Max Weight

per pos

Include cash as allocation option

Simulation:

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Monte Carlo Simulation

Simulations

Time Horizon

Confidence

Drift Model

menu_book Reference

GBM Model

dS = μS dt + σS dW

Geometric Brownian Motion models stock prices with constant drift and volatility.

Discrete Step

S(t+1) = S(t) · e^((μ−σ²/2)Δt + σ√Δt·Z)

Each time step applies log-normal returns with drift correction.

VaR / CVaR

VaR is the loss at the α-percentile. CVaR (Expected Shortfall) is the mean loss beyond VaR.

Data Source

Uses portfolio volatility and expected returns from the Risk Dashboard inputs.

analytics Simulation Results

Start —

Mean —

Median —

Best —

Worst —

Mean Ret —

Ret σ —

VaR —

CVaR —

P(Profit) —

P(Loss>20%) —

percent Percentiles

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Stress Test Scenarios

Historical Crisis

Scenario Type

Market Drop

%

Vol Spike

×

Corr Override

menu_book Reference

Core Formula

r_i = exp(β_i · ln(1 + Δr_m)) − 1 — log-return compounding ensures losses can’t exceed −100%.

Vol Spike (Tail Risk)

When vol spike > 1×, adds idiosyncratic shock: k · σ_ε · z, where σ_ε = residual vol (monthly) and z = −1.645 (95% VaR tail).

Corr Override (ρ)

Controls residual vol via σ_ε = σ_i√(1 − ρ²). Higher corr → lower idiosyncratic risk, more market-driven.

Historical Presets

Based on actual S&P 500 peak-to-trough drawdowns. Vol spikes reflect realized VIX multiples during each crisis.

Lookback

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Portfolio Comparison

Select two portfolios and click Compare to see a side-by-side analysis.

Portfolio A

Positions

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Total Value

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Cash

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Portfolio B

Positions

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Total Value

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Cash

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Cumulative Return Comparison

A

B

S&P 500

Portfolio A

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Portfolio B

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S&P 500

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insights

Risk-Adjusted Metrics

Portfolio A

Sharpe

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Sortino

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Volatility

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Max Drawdown

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Portfolio B

Sharpe

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Sortino

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Volatility

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Max Drawdown

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Probabilistic Dominance

A beats B (monthly) —

A B

Avg monthly excess —

Best month spread —

Worst month spread —

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Optimal Blend

Max Sharpe allocation —

A: 50% B: 50%

Blended Sharpe —

Blended return —

Blended volatility —

Ticker:

CAPM Formula

E(Ri) = Rf + β · (E(Rm) - Rf)

Solve For

Risk-Free Rate (Rf) decimal

e.g., 0.05 = 5%

Beta (β)

Expected Market Return (Rm) decimal

Black-Scholes Model

Option pricing and Greeks calculation

Ticker:

Base Formula (Call)

C = S · N(d1) − K · e^−rT · N(d2)

where d1 = [ln(S/K) + (r + σ²/2)T] / (σ√T), d2 = d1 − σ√T

Solve For

Option Type

Stock Price (S) $

Strike Price (K) $

Time to Expiry (T)

Risk-Free Rate (r) decimal

e.g., 0.05 = 5%

Volatility (σ) decimal

e.g., 0.20 = 20% annual volatility

menu_bookQuick Reference

Model parameters, Greeks & theory

Var	Description	Range
S	Current stock price	Market
K	Strike price	Contract
T	Time to expiration	0.01–2 yr
r	Risk-free rate	0.01–0.10
σ	Volatility (ann.)	0.10–0.80
N(x)	Normal CDF	0–1

Greeks

Δ Delta — sensitivity to stock price

Γ Gamma — rate of delta change

Θ Theta — time decay (daily)

V Vega — sensitivity to volatility

ρ Rho — sensitivity to interest rate

Assumptions

Log-normal stock price distribution
No dividends during option life
Constant volatility and risk-free rate
European-style exercise only
No transaction costs or taxes
Continuous trading possible

Put-Call Parity

C − P = S − Ke^−rT

Relates call and put prices on the same underlying.

Moneyness

ITM: S > K (call), S < K (put)

ATM: S ≈ K — max extrinsic value

OTM: S < K (call), S > K (put)

rocket_launchGetting Started

Soavalon is a financial analytics platform for portfolio tracking, risk management, options pricing, and performance analysis.

Use the sidebar to navigate between sections. Each section provides specialized tools for different aspects of portfolio analysis.

Start by adding positions in the Portfolio section, then explore the Overview for a dashboard summary or run deep analysis in Portfolio Analysis.

menu_bookSection Guide

dashboard

Overview

Portfolio dashboard with KPI cards, allocation donut chart, cumulative return chart with S&P 500 benchmark, and holdings summary table.

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Portfolio

Manage positions, track market prices, view P/L by position. Import/export CSV, save/load named portfolios. Includes privacy mode to blur dollar amounts.

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Portfolio Analysis

Comprehensive risk analytics with six sub-tabs:

Risk Dashboard — Visual risk scorecard with gauge, top-risk positions, and key metrics summary.

Risk Metrics — VaR, CVaR, volatility, beta, Sharpe ratio with configurable lookback windows and confidence levels.

Advanced Analysis — Correlation matrix heatmap, rolling volatility, factor decomposition, and beta exposure analysis.

Optimizations — Mean-variance and minimum-variance portfolio optimization with weight constraints.

Simulator — Monte Carlo simulation, historical stress tests, and factor stress test (2-factor SPY+QQQ model).

Portfolio Comparison — Side-by-side comparison of two saved portfolios across all risk dimensions.

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Fundamental Analysis

Company financials, valuation ratios, earnings data, and analyst estimates. Includes Summary, Financials, Valuation, and Peers sub-views.

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Options Pricing

Black-Scholes option pricing calculator with Greeks visualization, P/L diagrams, and Taylor expansion sensitivity analysis.

quizFAQ & Troubleshooting

dictionaryFinancial Glossary

VaR (Value at Risk)

Maximum expected loss at a given confidence level over a specific time horizon.

CVaR (Conditional VaR)

Expected loss given that VaR has been exceeded. Also known as Expected Shortfall.

Sharpe Ratio

Risk-adjusted return: excess return per unit of total risk (volatility).

Sortino Ratio

Like Sharpe but only penalizes downside volatility, ignoring positive fluctuations.

Beta

Sensitivity of an asset's returns to market (benchmark) movements. Beta > 1 = more volatile than market.

Alpha

Excess return above what would be predicted by beta exposure to the market.

Correlation

Statistical measure (-1 to +1) of how two assets move together. Higher = more co-movement.

Volatility

Standard deviation of returns, measuring the dispersion of price changes. Usually annualized.

Monte Carlo Simulation

Computational technique using random sampling to model probability distributions of outcomes.

OLS Regression

Ordinary Least Squares — method to estimate the relationship between variables by minimizing squared errors.

Factor Model

Explains asset returns using exposure to systematic factors (e.g., market, size, value).

Maximum Drawdown

Largest peak-to-trough decline in portfolio value. Measures worst-case historical loss.

Treynor Ratio

Risk-adjusted return per unit of systematic risk (beta) rather than total risk.

Greeks (Options)

Delta, Gamma, Vega, Theta — sensitivities of option price to underlying, volatility, and time.

Black-Scholes Model

Mathematical model for pricing European-style options, assuming log-normal price distribution.

Cholesky Decomposition

Matrix factorization used to generate correlated random variables for Monte Carlo simulation.

tips_and_updatesTips & Tricks

•Use Refresh Prices in Portfolio to update all positions with live quotes.

•The overview chart supports zoom (scroll wheel) and pan (drag the scrollbar).

•Double-click the chart to reset zoom to full range.

•Press Ctrl+/ anytime to see all keyboard shortcuts.

•Use Privacy Mode (eye icon in Portfolio toolbar) to blur dollar amounts during screen shares.

•Save multiple portfolios to compare different allocation strategies in the Comparison tab.

•The Risk Dashboard requires running Risk Metrics first — it uses cached results.

•Export your portfolio as CSV from Settings > Data Management to back up your data.

•In Fundamental Analysis, type any ticker and press Enter to fetch company data instantly.

•The Correlation Matrix modal can be expanded full-screen for detailed inspection.

new_releasesWhat's New

Feb 2026

Factor Stress Test Simulator

New factor-based stress testing with 2-Factor (SPY+QQQ), SPY Only, and QQQ Only modes in the Simulator tab.

Feb 2026

Data Alignment Warnings

Correlation analysis now shows which tickers limit the aligned date range with option to exclude them for better accuracy.

Feb 2026

Help & Settings Overhaul

Comprehensive help center, expanded settings, keyboard shortcuts, and interactive onboarding tour.

settingsSettings

Customize your Soavalon experience.

Appearance

Dark Mode

Application theme

Compact Mode

Reduce spacing for denser information display

Default Preferences

Default Lookback Period

Used for risk metrics calculations

Default Benchmark

Benchmark ticker for comparisons and beta

Chart Preferences

Chart Animations

Enable smooth transitions in charts

Data Sources

Connect API keys for premium market data. Keys are encrypted and never shared.

Finnhub 60 req/min free

Checking...

Real-time quotes, historical candles, search & basic fundamentals. Get free key

FMP 250 req/day free

Checking...

Deep fundamentals — balance sheets, income statements, ratios & more. Get free key

Data Management

Export Portfolio

Download current portfolio as CSV file

Import Portfolio

Load positions from a CSV file

Clear All Portfolio Data

Remove all positions and saved portfolios from local storage

About

Soavalon Financial Analytics Platform v1.0.0

Market data provided by Yahoo Finance. This platform is for educational and informational purposes only. Nothing on this platform constitutes investment advice, solicitation, or recommendation. Past performance is not indicative of future results.

Documentation Tutorials | Built with Chart.js & Tailwind CSS

Reset All Settings

Restore all preferences to their default values. This does not delete portfolio data.

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Cumulative Return

Portfolio Allocation

Holdings

Portfolio Holdings

Risk Dashboard

Risk Factor Assessment

Risk Contribution Map

Weight vs Risk Allocation

Value at Risk — All Confidence Levels

Quick Actions

Reference

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—

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Return Distribution

Risk Budget Analysis

Full Portfolio Breakdown

Advanced Analysis

Rolling Volatility

Drawdown Analysis

Risk Decomposition

Beta Exposure

Correlation Matrix

Correlation Matrix

Most Correlated Pairs

Least Correlated Pairs

Average Correlation by Asset

Strategy

Portfolio Metrics

Target Allocation

Recommended Allocation

Monte Carlo Simulation

show_chartSimulated Price Paths

bar_chartTerminal Value Distribution

Stress Test Scenarios

waterfall_chartPer-Position Impact

table_chartScenario Comparison

ssid_chartReturn Distribution

Factor Stress Test Simulator

Portfolio Comparison

Portfolio A

Portfolio B

Cumulative Return Comparison

Risk-Adjusted Metrics

Portfolio A

Portfolio B

Probabilistic Dominance

Optimal Blend

Holdings Comparison

bar_chartValuation

trending_upEarnings

account_balanceBalance Sheet

bar_chartPrice Multiples

domainEnterprise Value

targetAnalyst Targets

show_chartPrice History

paidEarnings Per Share

trending_upGrowth Rates

pie_chartMargins

savingsDividends

account_balanceAssets & Liabilities

paymentsCash Flow

speedReturns

groupOwnership

Black-Scholes Model

menu_bookQuick Reference

Taylor Series Expansion

menu_bookTaylor Reference

rocket_launchGetting Started

menu_bookSection Guide

quizFAQ & Troubleshooting

dictionaryFinancial Glossary

tips_and_updatesTips & Tricks

new_releasesWhat's New

settingsSettings