Institutional disclosures, retail clarity

How would following a fund perform?

Simulate copy-trading delayed 13F holdings versus the S&P 500. Rebalance only when new filings drop — the same information advantage (and lag) everyone gets.

Sample: Berkshire vs SPY

Thin sim from cached DB prices · $10,000 start

Strategy SPY

Realistic delay

Positions are bought on the filing date, not the report period — matching how delayed the public signal really is.

Quarterly rebalance

Weights adapt as managers add, trim, and exit — not a naïve sell-all / buy-all each quarter.

Benchmark alpha

Every run charts strategy value against buy-and-hold SPY so you see relative performance at a glance.

Managers on file

Browse all filings →