Hi everyone,
As a long-time Portfolio Performance user, I developed a personal script (my first app) to deepen the analysis of my holdings. This project, named SigmaScope, was born from a specific need: combining statistical technical analysis (linear regression) with fundamental data, while teaching myself how to code with Streamlit.
It is first and foremost a personal tool that I’ve enjoyed building for my own learning, and I wanted to share it with the community today.
Why this project?
The original idea was to bridge a gap in my usual data visualization:
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Analyze my PP positions: I wanted to visualize the linear regression and Sigma (σ) bands specifically for the positions held in my Portfolio Performance account.
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Visualize Average Cost (PRU): On the regression charts, I integrated the display of my Average Cost (PRU). This allows me to instantly see where my entry price stands compared to long-term statistical zones (overbought/oversold).
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Index Screener: Quickly visualize regressions for an entire index (S&P 500, CAC 40, etc.) to detect diversification opportunities.
[Image 1: main.jpg — Main interface overview]
Integration with Portfolio Performance
The tool allows you to directly import your XML export. It automatically retrieves your quantities and average costs without any manual entry, allowing you to project your personal data onto the regression models.
Added Features (built for the fun of learning)
As the project evolved, I added several modules for my own use:
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Fundamental Scorecard: A rating (A to F) based on 7 key criteria (FCF, ROIC, Growth, etc.).
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Fair Value Calculation: DCF models, Gordon-Shapiro, and historical multiples.
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Sigma Screener: A scanner to identify stocks in statistical opportunity or overheating zones across full indices.
[Image 3: Screener sigma 1.png — The market scanner] [Image 4: Watchlist 2.png — Scoring details and analysis]
Project Status & Future Improvements
The project is still under active development and there is a lot of room for improvement (yfinance data retrieval speed, ratio precision, UI tweaks, etc.). It’s a “sandbox” project that evolves according to my needs as an investor.
If you’d like to test the tool with your own export or just explore the charts:
App Link: https://sigmascope-portfolio-performance.streamlit.app/
I’d be very curious to hear your thoughts, especially on how helpful you find visualizing your Average Cost within the Sigma bands!
Thanks for reading,