Skope
Built by Zach AllenLinkedIn

Look closer at your portfolio.

Understand what drives your returns, how much risk you carry, and how each holding is valued. Skope will keep you updated and send weekly reports directly to your inbox.

What it does

Four ways to look closer at any US stock, ETF or portfolio.

1) What's driving returns

Separate a return into market, size, value, quality and momentum exposure. What remains is alpha, the part a stock's style alone doesn't explain.

2) How it behaves under stress

Compare actual return behavior with what standard models assume, including how often large drawdowns occur and how much downside a normal VaR misses.

3) How a portfolio fits together

Combine holdings at your own weights to see their combined factor exposures, tracking error and information ratio against SPY, QQQ or IWM.

4) What you're paying for it

Valuation multiples, margins and growth sit next to the factor results, so a stock's exposure and its price can be judged together.

Reports by email

Skope can send you a weekly or monthly report on your portfolio: performance against your benchmark, factor exposures, risk and concentration, and what has changed since the last report. No API key is needed to receive them.

Set up email reports →

Where the data comes from

Prices are pulled live, financial statements come from official SEC filings, and factor returns come from the standard academic source.

PricesTwelve Data. Daily prices and live quotes, requested from your browser with your own free API key (800 requests a day, no credit card).
Financial statementsSEC EDGAR. Revenue, earnings, cash flow and balance sheet figures from each company's 10-K and 10-Q filings, summed over the trailing twelve months. Valuation multiples combine these with the live price.
Factor returnsKenneth R. French Data Library, Tuck School of Business at Dartmouth. Daily and monthly Fama-French and momentum factors, included in this tool and current .
Your inputsYour API key and saved tickers stay in this browser. Price requests go to Twelve Data. If you sign up for reports, your email and holdings are stored to send them, and unsubscribing deletes both.

Build, test and examine your portfolio

It takes about a minute to get started.

  1. Get a free API key
    Sign up at twelvedata.com/register.
  2. Save it once
    Skope asks for the key the first time you open it and remembers it in this browser. Change it anytime from the key button in the top right.
  3. Run a ticker or portfolio
    Pick a model and period, then click Run.
Prices from Twelve Data. Financial statements from SEC EDGAR. Fama-French factors from the Kenneth R. French Data Library, released monthly with a lag; data here runs through .
Built by Zach Allen. Skope is for informational and educational purposes only and is not investment advice.