The Smart Portfolio Creator (internally "PortSmart") is an end-to-end DIY equity portfolio workflow for the Indian market: screen sectors and stocks by fundamentals, assemble a weighted portfolio, optionally let the tool simulate or optimise the weights for you, and then backtest the result against a Nifty 50 proxy using real historical prices — all before you commit a single rupee.
It is built on a fundamentals and price-history pipeline covering thousands of BSE- and NSE-listed companies (see Section 10 for exactly what that data is and isn't). The tool takes you through three screens in sequence: Sectors → Stocks/Portfolio → Backtest.
You can go from zero to a backtested portfolio in a few minutes.
On the Sectors screen, select one or more sectors (or type a natural-language filter like "avg roe above 20") and click "Continue to stock list."
Narrow the stock table with another natural-language filter if you like, add stocks to your portfolio, and set a weight for each until the allocation bar reads 100%.
Use "Simulate 1000 portfolios" to see what a large batch of random weightings across your shortlist would have achieved, "Set all weights equal," or "Sharpe Ratio Optimise" to let the tool solve for the weights with the best historical risk-adjusted return.
Click "Save & run backtest" (Trial/Premium — see Section 11) or "Run backtest" (Free tier, no save) to see your portfolio's historical performance against the Nifty 50 proxy, with CAGR, volatility, Sharpe ratio and max drawdown.
The first screen groups every covered company into sectors (and industries within each sector), showing aggregated fundamentals for each group so you can decide where to shortlist stocks from.
This screen lists every company in your selected sector(s) with sortable fundamentals, and a "ledger" panel on the right where you assemble your actual portfolio.
Three helper actions in the ledger panel let you skip manual weight-guessing:
Instantly splits 100% evenly across every stock currently in your portfolio — the simplest possible weighting scheme (1/N), and a reasonable, well-studied baseline to compare more sophisticated weightings against.
Available for up to 10 candidate stocks. Runs 1,000 random long-only weight combinations across your shortlist using historical monthly returns, and reports the best one found by Sharpe ratio — expected return, volatility, and Sharpe ratio — so you can see the range of outcomes a naive random search would have produced.
Solves directly for the weight combination (across your current holdings, minimum 2 stocks) that historically maximised the Sharpe ratio — expected return in excess of the risk-free rate, per unit of volatility. This is a proper optimisation, not a random search, so it typically finds a better (or at least equal) result than "Simulate."
Once your portfolio reaches 100% allocation, "Save & run backtest" (or "Run backtest" on Free tier) takes you to the results screen: four stat tiles, a cumulative-return chart against the Nifty 50 proxy, and a sector allocation breakdown.
A saved portfolio is a named snapshot of your holdings and weights that persists across sessions and can be reloaded, backtested again later, or compared against your other saved portfolios.
Reach 100% allocation and click "Save & run backtest." You'll be prompted for a short portfolio name if you haven't already chosen one from the dropdown.
For 7 days after a portfolio is first saved (or after its most recent edit — each edit resets the 7-day window), you can reopen it and change holdings/weights, then save again to update it in place.
Once the edit window has passed, the portfolio becomes read-only: its holdings can no longer be changed directly. Use "Copy to new portfolio" to branch off a fresh, editable copy with the same starting holdings, or "Delete portfolio" to remove it. This lock exists so "Since creation" performance tracking reflects a portfolio you actually committed to, not one that was silently reshuffled after the fact.
From the ledger panel, "Compare all portfolios" runs the same backtest window across every portfolio you've saved and lists CAGR and Sharpe ratio for each side by side.
PE (price ÷ earnings), PB (price ÷ book value), ROE (return on equity) and NPM (net profit margin) are classic value/quality screens. Low PE/PB with high ROE/NPM is a common "quality at a reasonable price" heuristic — though no single metric tells the whole story for any one company.
Spreading holdings across sectors reduces the risk that one industry's downturn dominates your portfolio's return. The "Allocation by sector" panel on the backtest screen is the tool's built-in concentration check.
The standard measure of risk-adjusted return: excess return (over the risk-free rate) per unit of volatility. Both the "Optimise" feature and the backtest stat tiles use it, so it's the common currency for comparing any two portfolios or weighting schemes in this tool.
Applying a strategy (here, a fixed set of weights) to historical price data to see how it would have performed. Backtesting is a sanity check, not a prediction — see Section 10 for the specific limitations of this tool's backtest.
Read this section before trusting the backtest numbers with real capital decisions.
Screening, building, simulating, optimising and backtesting are all fully available at every tier, including Free — nothing about the analytical workflow itself is gated. Only two things require a paid plan: persisting a portfolio across sessions, and exporting a PDF report.
| Feature | Free | Trial | Premium |
|---|---|---|---|
| Screen, Build, Simulate, Optimise, Backtest | ✓ Unlimited | ✓ Unlimited | ✓ Unlimited |
| Save Portfolio | ✗ Not available | Up to 3 portfolios | ✓ Unlimited |
| Load / Compare Saved Portfolios | ✗ Not available | ✓ All saved portfolios | ✓ All saved portfolios |
| Export Backtest PDF | ✗ Not available (Premium only) | ✗ Not available (Premium only) | ✓ Unlimited |
Premium users see an "Export PDF" button on the backtest results screen. It generates a formatted A4 landscape report entirely in your browser via jsPDF — no data leaves your session — containing the CAGR/volatility/Sharpe/max-drawdown stat bar, a snapshot of the cumulative-return chart, and a full table of portfolio holdings (code, company, sector, weight). Suitable for investment committee decks or MBA coursework submission without further editing.
During a Trial, save up to three distinct portfolios. Editing an existing one within its 1-week window doesn't consume an additional slot. When all three are used, delete one, or upgrade to Premium for unlimited saves and PDF export.
Save as many portfolios as you want to track — e.g. one per sector thesis, one equal-weighted baseline, one Sharpe-optimised — and export a shareable PDF backtest report for any of them.
| Term | Definition | In this tool |
|---|---|---|
| PE Ratio | Price-to-Earnings. Share price divided by earnings per share; a common valuation multiple. | Sector avg. filter & stock-level filter/sort column. |
| PB Ratio | Price-to-Book. Share price divided by book value per share. | Stock-level filter/sort column. |
| ROE | Return on Equity — net income ÷ shareholders' equity. A profitability/efficiency measure. | Sector avg. filter & stock-level filter/sort column. |
| NPM | Net Profit Margin — net income ÷ revenue. | Sector avg. filter & stock-level filter/sort column. |
| Market Cap | Share price × shares outstanding — the total market value of a company's equity. | Stock table column, sortable. Derived, not directly fetched — see CLAUDE.md pipeline notes. |
| CAGR | Compound Annual Growth Rate — the constant annual rate that would take a starting value to an ending value over a given period. | Primary backtest return metric. |
| Volatility | Annualised standard deviation of periodic returns — the standard measure of risk. | Backtest stat tile. |
| Sharpe Ratio | (Return − risk-free rate) ÷ Volatility — risk-adjusted return. | Backtest stat tile; objective function for "Optimise." |
| Max Drawdown | The largest peak-to-trough decline in cumulative value over a period. | Backtest stat tile. |
| Risk-Free Rate | The theoretical return of a zero-risk asset, used as the baseline in Sharpe ratio. | Fixed at 7.0% (10Y G-Sec) throughout the tool. |
| Backtest | Simulating a strategy against historical data to evaluate how it would have performed. | Screen 3, against monthly closing prices. |
| Nifty 50 Proxy | A stand-in benchmark, not the official index — see Section 10. | Benchmark line on the backtest chart. |