Proxy for Risk-Free rate for portfolio of stocks

I am trying to calculate the Sharpe ratio of my portfolio which consists of 3 risky assets (3 stocks of Nasdaq) that matches my investment period from Feb 2020 - March 2021.
How to calculate it by example please.

If your time horizon is short-term, an appropriate risk free proxy may be 1-3 month Treasuries. If it is very long term, you might look to the 10-year Treasury by convention. Short and sweet, the maturity of your risk-free instrument should closely match the expected holding period of your portfolio.

where can i find 50 year bond?

Well, this is where it usually stops at the 10-year Treasury. You could use the 20 or 30 year, but 10 year mostly plugs the horizon for the “long term” view. Going further out the curve likely offers very little additional “accuracy.” At least when you consider these numbers in an optimization context. Because you’re just going to reset the allocations next year or what have you, and at that point, your new Rf becomes the 10-year at that time. Rinse and repeat.

i was jking. but yea i actually sub to this type of thinking and manage my $$ same way. by bond holdings is usually a function of the odds that the current rate will outperform the stock market. for example is there is a 15% chance that the stock market will underperform the bond market at a 2% rate, then i allocate 15% to bonds. lol, hence the higher the rate, the higher the bond allocation. makes sense to do if you think about it.