- Pick factor labels — In the sidebar, click one or more buttons (e.g., "Small" under Size, "Winner" under Momentum). These define which stocks go into your portfolio.
- Click "Run Analysis" — This builds the portfolio and shows the performance chart, statistics, and stock holdings.
- Compare strategies — To compare multiple portfolios, click "+ Add Portfolio" to save your current selection, pick new portfolios, add again, then click "Run Comparison". You can compare up to 5 portfolios side by side.
- Explore holdings — Use the slider below the chart to scrub through months and see exactly which stocks were in the portfolio at any point in time. Hovering on the chart also updates the holdings panel.
- Switch weighting — Toggle between Equal Weighted (every stock gets the same weight) and Value Weighted (larger companies get more weight) using the buttons above the chart.
💡 Tip: For a Long/Short strategy, switch to "Long
/ Short" mode, pick your long-side factors, then add short-side
factors separately. The return shown is the long portfolio return
minus the short portfolio return.