About Foliolytic

Why Foliolytic exists

If you're a serious retail investor and you want institutional-quality portfolio analytics, your options used to be terrible. Pay $20–$50 per month for trackers like Sharesight, Snowball, or Kubera — most of which still don't compute Sharpe ratio properly, ignore your actual cash-flow timing, and use a static 2% risk-free rate from a decade ago. Or build your own Excel model and accept that XIRR will fail to converge half the time, dividends and splits will silently distort returns, and you'll never get drawdown or downside-deviation right by hand.

Foliolytic was built to close that gap. It's free, browser-based, no signup, no data leaves your computer. Upload a CSV, get 70+ metrics computed with the same math used by quant funds — XIRR via Newton-Raphson, Sharpe with real daily T-bill yields, beta from regression on actual S&P 500 daily returns, drawdown from full daily price reconstruction. The whole point is to make the institutional toolbox available to anyone who wants to use it, without forcing you to send your trade history to a third party.

The core principle: your portfolio is your business. Foliolytic processes everything client-side. The server never sees your transactions, your dollar amounts, or your trading patterns. The only network requests are for historical prices on the tickers you hold — which by themselves reveal nothing personal. This is non-negotiable and will never change.

What's under the hood

Foliolytic isn't a thin wrapper around someone else's data. It runs on a purpose-built financial database with:

• 5.4 million+ historical price records covering 1,400+ stocks, ETFs, and 440+ cryptocurrencies. Daily prices go back to 2000 for most equity tickers, and to inception for crypto.
• Real U.S. Treasury yields from the Federal Reserve's FRED database. Daily 3-month T-bill rates are pulled and used as the risk-free rate matched to each period of your portfolio — not a static 2% guess.
• Official monthly CPI data from the Bureau of Labor Statistics, going back to 1947. Used for inflation-adjusted (real) returns and for any TIPS-related comparisons.
• Full dividend history for every supported ticker. Cash dividends, special dividends, qualified vs. non-qualified — all auto-applied to your holdings on the correct ex-dividend dates.
• Stock split history for every supported ticker. Splits and reverse splits are handled automatically in both your historical positions and price series, so your charts and metrics stay coherent across split events.
• FX rate history for major currency pairs going back decades, so multi-currency portfolios can be normalized to USD (or any other base currency) accurately.
• Macro yield curves across the U.S. Treasury complex — 1-month, 3-month, 6-month, 1-year, 2-year, 5-year, 10-year, 30-year — used for fixed-income comparison and for any duration-sensitive risk calculations.

Everything is updated nightly via automated jobs. Symbol resolution handles brokerage quirks (RENDER → RNDR, GBp → GBP pence, ISINs from European brokers automatically resolved to Yahoo tickers via OpenFIGI), so you don't have to relabel anything.

How calculations are done

Foliolytic computes 70+ metrics. The most important ones use the following methodology — see /methodology for the complete metric-by-metric breakdown.

XIRR (money-weighted return)

Newton-Raphson with a robust bisection fallback. Converges to within 1e-10. Cash flows below $0.01 are ignored to prevent numerical thrashing. Sanity-capped at -99% to +500% per year to filter out crypto reporting glitches and currency-conversion errors.

Sharpe ratio

Annualized excess return divided by annualized standard deviation, computed from daily log returns scaled by √252. The risk-free rate is the actual daily 3-month T-bill yield from FRED, matched to each day of your portfolio history. Not a fixed 2%.

Sortino ratio

Annualized excess return divided by downside deviation. Downside deviation uses the risk-free rate as the threshold (not zero), matching Frank Sortino's original specification. Returns below the threshold are squared and root-mean-squared; returns above are ignored.

Beta and Alpha

Linear regression of daily portfolio excess returns on daily S&P 500 excess returns. Beta is the slope; alpha is the intercept (Jensen's alpha). R² is reported alongside as a measure of fit quality — low R² means beta and alpha are statistically meaningless against that benchmark.

Maximum Drawdown

Daily peak-to-trough percentage decline against the running maximum. Computed from full daily portfolio reconstruction (not from period-end snapshots, which can miss intra-period dips). Recovery time is the number of days from the peak to the next day at or above that peak.

Value at Risk and CVaR

Historical method: rank actual daily returns and pick the 5th percentile (95% VaR) or 1st percentile (99% VaR). CVaR (Expected Shortfall) is the mean of all returns worse than that VaR threshold. Parametric VaR (Gaussian assumption) is also computed and shown alongside for comparison.

Methodology highlights

Foliolytic's calculation methodology is documented in detail at /methodology. Key choices investors should know about:

Returns: log vs. arithmetic

Daily returns are computed as arithmetic percentage changes (not log returns) for display, but log returns are used internally for any metric that involves time-aggregation (variance scaling, multi-period compounding). Log returns are additive across time, which is the right property for annualization. Arithmetic returns are intuitive, which is the right property for display.

Sortino threshold

Downside deviation in the Sortino ratio uses the risk-free rate as the threshold, matching Frank Sortino's original 1980s specification. Some calculators use zero, which inflates Sortino ratios in low-rate environments and under-penalizes negative returns. Foliolytic deliberately uses the more conservative methodology.

Annualization factors

Daily metrics are annualized using 252 trading days for stocks and 365 days for crypto (which trades 24/7). Mixed portfolios use the appropriate factor per asset class and recombine into a single annualized portfolio figure.

Dividend treatment

Cash dividends are added to the portfolio cash balance on the ex-dividend date, not reinvested automatically. This matches the default brokerage behavior in most accounts and gives a more honest picture of dollar performance. If your broker auto-reinvests dividends, the resulting share purchases show up in the transaction history and are handled correctly.

Stock split handling

Stock splits are applied retroactively to historical share counts and prices, so the value series remains continuous across the split event. A 2-for-1 split shows no jump in portfolio value, only in share count and per-share price.

Who we are

Foliolytic is built and maintained by Chris, a self-taught quant and full-stack engineer who got tired of paying for portfolio trackers that all silently cut the same corners. Founded in 2026, Foliolytic's design principle is institutional math, retail UX, total privacy.

The project runs on a small, purpose-built tech stack — vanilla JavaScript on the client, PHP 8 on the server, MySQL for historical price data — chosen specifically to keep the hosting costs low enough that the service can stay free indefinitely. There are no investors, no growth mandate, and no ad model. The bar for what gets built is "would I want to use this myself." Almost everything that ships goes through that filter.

Contact: [email protected]

Data sources

Coverage details for any specific ticker: see the per-asset data card in the analytics dashboard. If a ticker is missing, the loader flags it and lets you continue without it.

All Foliolytic Calculators

Every metric below has its own dedicated calculator with worked examples, interpretation tables, and a free CSV upload tool.

• Sharpe Ratio Calculator
• Sortino Ratio Calculator
• XIRR Calculator
• Max Drawdown Analyzer
• Portfolio Alpha Calculator
• Portfolio Beta Calculator
• Treynor Ratio Calculator
• Value at Risk Calculator
• Crypto Sharpe Ratio
• Crypto Portfolio Tracker
• Coinbase Portfolio Tracker
• Kraken Portfolio Tracker
• Binance Portfolio Tracker