Execution Slippage & Friction Simulator

Calculate how transaction costs (fees, stamp duty, market impact) erode your long-term systematic alpha.

Portfolio Equity ($ USD)

Monthly Turnover Rate (%)

Average Execution Slippage (bps, 10 bps = 0.10%)

Annual Capital Eroded by Friction:

$5,400 USD

Equivalent to an annual performance drag of 10.8% on total equity!