This Excel workbook functions as a comprehensive performance monitoring and reporting tool for our multi-asset equity portfolio, with a current strong focus on US-listed stocks across the NASDAQ and NYSE exchanges. It is structured to guide data from raw inputs through to calculated performance metrics in a clear and modular way, supporting institutional-grade reporting such as rolling Sharpe ratios, return analysis, and potential risk evaluation.

The document begins with the Price-data sheet, which acts as the central repository for raw closing prices. These prices are arranged by ticker and accompanied by corresponding dates (in Excel serial number format). This sheet includes both domestic and international equities, along with a benchmark index, the S&P 500, allowing for relative performance comparison. From here, the data feeds into the NASDAQ-NYSE sheet, which offers a cleaned and date-aligned matrix of daily closing prices for all tracked securities. While the current version includes placeholders for advanced metrics such as Sharpe Ratios and other performance indicators, the logical structure indicates that it is designed to house derived statistics like excess returns, volatility measures, and risk-adjusted returns.

The workbook also includes an XVAR sheet, isolating our European securities to account for the differences in number of open days between the different exchanges.

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Once daily returns and risk-free rates are incorporated and excess returns calculated, rolling statistics such as 1-year average excess returns and standard deviations are computed. These figures are then used to derive the rolling Sharpe Ratio, a key risk-adjusted performance measure that captures the return per unit of volatility. This metric, when applied across all stocks, feeds through into reporting by enabling comparative analysis, ranking of investments, and visualisation of time-series performance trends.

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Overall, we aim to disclose detailed information about position sizing and provide a dashboard for portfolio visualisation purposes over the coming months.